Stability of Stochastic Differential Equations Under Discretization

DOI10.1080/07362990802405828zbMath1155.65009OpenAlexW2005832817MaRDI QIDQ3548439

Andrzej Korzeniowski

Publication date: 12 December 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990802405828

zbMATH Keywords

mean square stabilitySDE discretization

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

• Lyapunov functionals construction for stochastic difference second-kind Volterra equations with continuous time
• Stability of a linear system with random disturbances of its parameters

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