$V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs (Q4600707)
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scientific article; zbMATH DE number 6825245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | $V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs |
scientific article; zbMATH DE number 6825245 |
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$V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs (English)
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12 January 2018
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stochastic differential equations
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Lyapunov functions
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Euler scheme
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integrability
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stability
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comparison theorem
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