Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations
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Publication:452876
DOI10.1016/j.spl.2012.05.004zbMath1250.60030OpenAlexW2077083259MaRDI QIDQ452876
Publication date: 18 September 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.004
stochastic differential equationsalmost sure exponential stabilitysemimartingale convergence theorem\(\theta \)-methodone-sided linear growth
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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