Equivalence of \(p\)th moment stability between stochastic differential delay equations and their numerical methods
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Publication:826698
DOI10.1016/j.spl.2020.108952zbMath1455.60074arXiv1907.13099OpenAlexW3087845482WikidataQ115341074 ScholiaQ115341074MaRDI QIDQ826698
Jingwen Tang, Yan Shen, Wei Liu, Zhenyu Bao
Publication date: 6 January 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.13099
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)
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