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Polynomial stability for perturbed stochastic differential equations with respect to semimartingales

โœ Scribed by Xuerong Mao


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
715 KB
Volume
41
Category
Article
ISSN
0304-4149

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An analysis of stability of milstein met
โœ Zhiyong Wang; Chengjian Zhang ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 359 KB

This paper deals with the adapted Milstein method for solving linear stochastic delay differential equations. It is proved that the numerical method is mean-square (MS) stable under suitable conditions. The obtained result shows that the method preserves the stability property of a class of linear c