Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations (Q1688846)
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scientific article; zbMATH DE number 6824872
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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