Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods

DOI10.1016/J.AMC.2020.125813zbMath1508.34110arXiv2001.05203WikidataQ115361165 ScholiaQ115361165MaRDI QIDQ6332913

Yidan Geng, Ming-Zhu Liu, Minghui Song

Publication date: 15 January 2020

Mathematics Subject Classification ID

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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