Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations (Q5168660)
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scientific article; zbMATH DE number 6318499
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| English | Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations |
scientific article; zbMATH DE number 6318499 |
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Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations (English)
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18 July 2014
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stochastic differential delay equations
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stochastic ordinary differential equations
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exponential mean square stability
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exponential decay rate
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the split-step theta method
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stochastic theta method
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0.8902361392974854
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0.8761463761329651
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0.8563684821128845
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0.8507071137428284
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