Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods
DOI10.1016/j.amc.2020.125813OpenAlexW3132587332WikidataQ115361165 ScholiaQ115361165MaRDI QIDQ2242666
Yidan Geng, Minghui Song, Ming-Zhu Liu
Publication date: 10 November 2021
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.05203
exponential stabilitystochastic differential equationsnumerical solutionspiecewise continuous arguments
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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