MEAN-SQUARE EXPONENTIAL DICHOTOMY OF NUMERICAL SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS

DOI10.11948/2016034zbMath1463.34235OpenAlexW2199610656MaRDI QIDQ5121326

Jifeng Chu, Hai-Long Zhu

Publication date: 14 September 2020

Published in: Journal of Applied Analysis & Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11948/2016034

zbMATH Keywords

stochastic differential equationEuler-Maruyama methodmean-square exponential dichotomy

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30) Dichotomy, trichotomy of solutions to ordinary differential equations (34D09)

Related Items

Robustness of nonuniform mean-square exponential dichotomies ⋮ Nonuniform mean-square exponential dichotomies and mean-square exponential stability

Uses Software

• RODAS

Cites Work

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