Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework
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Publication:1713167
DOI10.1016/j.cam.2018.10.020zbMath1405.65016OpenAlexW2897403356WikidataQ115581053 ScholiaQ115581053MaRDI QIDQ1713167
Publication date: 24 January 2019
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2018.10.020
moment exponential stability\(G\)-Brownian motionquasi sure exponential stabilitystochastic \(\theta\)-method
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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