ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS (Q5694405)
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scientific article; zbMATH DE number 2211558
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS |
scientific article; zbMATH DE number 2211558 |
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ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS (English)
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30 September 2005
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stochastic differential delay equations
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discrete time approximation
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exponential stability
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numerical examples
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Euler schemes
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