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Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework - MaRDI portal

Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework (Q1713167)

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scientific article; zbMATH DE number 7006471
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English
Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework
scientific article; zbMATH DE number 7006471

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    Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework (English)
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    24 January 2019
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    moment exponential stability
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    quasi sure exponential stability
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    \(G\)-Brownian motion
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    stochastic \(\theta\)-method
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