Almost sure and moment exponential stability of predictor-corrector methods for stochastic differential equations

DOI10.1007/s11424-012-0183-5zbMath1292.93121OpenAlexW2085714227MaRDI QIDQ2439877

Cheng-Jian Zhang, Yuanling Niu

Publication date: 18 March 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-012-0183-5

zbMATH Keywords

stochastic differential equationsnumerical experimentalmost sure stabilitymoment exponential stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Exponential discrete gradient schemes for a class of stochastic differential equations ⋮ A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise ⋮ Robustness of hybrid neutral differential systems perturbed by noise

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