Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients (Q2007787)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients |
scientific article; zbMATH DE number 7135200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients |
scientific article; zbMATH DE number 7135200 |
Statements
Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients (English)
0 references
22 November 2019
0 references
stochastic differential equations with piecewise continuous arguments (SEPCA)
0 references
split-step \(\theta \)-method
0 references
strong convergence
0 references
exponential stability
0 references
0 references
0 references
0 references
