Convergence and stability of the one-leg θ method for stochastic differential equations with piecewise continuous arguments (Q5080702)

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scientific article; zbMATH DE number 7535010
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Convergence and stability of the one-leg θ method for stochastic differential equations with piecewise continuous arguments
scientific article; zbMATH DE number 7535010

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    Convergence and stability of the one-leg θ method for stochastic differential equations with piecewise continuous arguments (English)
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    31 May 2022
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    stochastic differential equations with piecewise continuous arguments
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    one-leg \(\theta\) method
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    \(p\)th moment exponential stability
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    almost sure exponential stability
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