Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
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Publication:4923217
DOI10.1515/ROSE.2011.010zbMath1276.60063OpenAlexW2028159714MaRDI QIDQ4923217
Fuke Wu, Xuerong Mao, Peter E. Kloeden
Publication date: 6 June 2013
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.2011.010
almost sure stabilityEM methodstochastic functional differential equations (SFDEs)nonnegative semimartingale convergence theorem
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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