Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework
type: Item
instance of: scholarly article
title: Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework
zbMATH Open document ID: 1405.65016
author: Guangjie Li
author: Qi-Gui Yang
published in: Journal of Computational and Applied Mathematics
publication date: 2019-01-24T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 7006471
zbMATH Keywords: moment exponential stability
zbMATH Keywords: quasi sure exponential stability
zbMATH Keywords: \(G\)-Brownian motion
zbMATH Keywords: stochastic \(\theta\)-method
MaRDI profile type: Publication
full work available at URL: j.cam.2018.10.020
OpenAlex ID: W2897403356
Wikidata QID: Q115581053
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DOI: 10.1016/J.CAM.2018.10.020
description: scientific article; zbMATH DE number 7006471