Mean square polynomial stability of numerical solutions to a class of stochastic differential equations

DOI10.1016/j.spl.2014.06.002zbMath1294.60094arXiv1404.6073MaRDI QIDQ2251704

Xuerong Mao, Wei Liu, Mohammud Foondun

Publication date: 15 July 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.6073

zbMATH Keywords

gamma function; nonlinear stochastic differential equations; polynomial stability; Euler-type method; numerical reproduction

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)