𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Almost sure and moment exponential stability of predictor-corrector methods for stochastic differential equations

✍ Scribed by Yuanling Niu, Chengjian Zhang


Book ID
118813891
Publisher
Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year
2012
Tongue
English
Weight
189 KB
Volume
25
Category
Article
ISSN
1009-6124

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Almost sure and moment exponential stabi
✍ Sulin Pang; Feiqi Deng; Xuerong Mao πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 214 KB

Positive results are derived concerning the long time dynamics of numerical simulations of stochastic differential equation systems with Markovian switching. Euler-Maruyama discretizations are shown to capture almost sure and moment exponential stability for all sufficiently small timesteps under ap