Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations (Q5169628)

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scientific article; zbMATH DE number 6316291
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Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations
scientific article; zbMATH DE number 6316291

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    Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations (English)
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    11 July 2014
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    \(\theta\)-Maruyama method
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    Itō differential equation
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    almost sure asymptotic stability
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