Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations
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Publication:903038
DOI10.1016/j.amc.2014.11.098zbMath1328.34051OpenAlexW2033876430MaRDI QIDQ903038
Minghui Song, Gui-Hua Zhao, Zhanwen Yang
Publication date: 4 January 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2014.11.098
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Asymptotic properties of solutions to ordinary differential equations (34D05)
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