Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations (Q5168660)
From MaRDI portal
scientific article; zbMATH DE number 6318499
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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 |
Statements
Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations (English)
0 references
18 July 2014
0 references
stochastic differential delay equations
0 references
stochastic ordinary differential equations
0 references
exponential mean square stability
0 references
exponential decay rate
0 references
the split-step theta method
0 references
stochastic theta method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
