Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations
type: Item
instance of: scholarly article
title: Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations
zbMATH Open document ID: 1382.65018
author: Ping Guo
author: Chong-Jun Li
published in: Journal of Mathematical Analysis and Applications
publication date: 2018-01-11T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 6824872
zbMATH Keywords: Khasminskii-type condition
zbMATH Keywords: discrete semimartingale convergence theorem
zbMATH Keywords: almost sure exponential stability
zbMATH Keywords: Euler-Maruyama method
zbMATH Keywords: backward Euler-Maruyama method
Wikidata QID: Q115570325
MaRDI profile type: Publication
full work available at URL: j.jmaa.2017.10.002
OpenAlex ID: W2761067484
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DOI: 10.1016/J.JMAA.2017.10.002
description: scientific article; zbMATH DE number 6824872