Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients
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Publication:2007787
DOI10.1016/j.amc.2018.08.037zbMath1428.60083OpenAlexW2892280020WikidataQ115598165 ScholiaQ115598165MaRDI QIDQ2007787
Minghui Song, Huizi Yang, Ming-Zhu Liu
Publication date: 22 November 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2018.08.037
strong convergenceexponential stabilitysplit-step \(\theta \)-methodstochastic differential equations with piecewise continuous arguments (SEPCA)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic stability in control theory (93E15)
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