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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English | 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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