Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in (Q4923214)
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scientific article; zbMATH DE number 6171094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in |
scientific article; zbMATH DE number 6171094 |
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Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in (English)
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6 June 2013
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stochastic theta methods
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stochastic differential equations
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stochastic difference equations
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linear systems
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semi-martingale convergence theorems
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asymptotic stability
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almost sure convergence
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almost sure stability
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Doob-Meyer decomposition
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local martingales
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square-integrable martingales
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