Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients
type: Item
instance of: scholarly article
title: Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients
zbMATH Open document ID: 1448.60122
author: Yanan Jiang
author: Zequan Huang
author: Wei Liu
published in: Advances in Difference Equations
publication date: 2019-01-29T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65L20
Mathematics Subject Classification ID: 34F05
zbMATH DE Number: 7007991
zbMATH Keywords: partially truncated Euler-Maruyama method
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: mean square exponential stability
zbMATH Keywords: super-linear growing coefficients
MaRDI profile type: Publication
full work available at URL: s13662-018-1818-1
OpenAlex ID: W2894737569
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DOI: 10.1186/S13662-018-1818-1
description: scientific article; zbMATH DE number 7007991