Almost sure exponential stability of numerical solutions for stochastic delay differential equations

DOI10.1007/s00211-010-0294-7zbMath1193.65009OpenAlexW2095644750MaRDI QIDQ981648

Fuke Wu, Xuerong Mao, Lukasz Szpruch

Publication date: 2 July 2010

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/29104/

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

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