Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations
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Publication:5169628
DOI10.1112/S1461157012000010zbMath1294.60093MaRDI QIDQ5169628
Evelyn Buckwar, Cónall Kelly, Gregory Berkolaiko, Aleksandra Rodkina
Publication date: 11 July 2014
Published in: LMS Journal of Computation and Mathematics (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E15: Stochastic stability in control theory
34F05: Ordinary differential equations and systems with randomness
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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