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Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations - MaRDI portal

Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations (Q1688846)

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scientific article; zbMATH DE number 6824872
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Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations
scientific article; zbMATH DE number 6824872

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    Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations (English)
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    11 January 2018
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    Khasminskii-type condition
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    discrete semimartingale convergence theorem
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    almost sure exponential stability
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    Euler-Maruyama method
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    backward Euler-Maruyama method
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