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Stability of backward stochastic differential equations

✍ Scribed by Fabio Antonelli


Book ID
107950492
Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
473 KB
Volume
62
Category
Article
ISSN
0304-4149

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Almost sure exponential stability of bac
✍ Xuerong Mao; Yi Shen; Alison Gray πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 392 KB

This is a continuation of the first author's earlier paper [1] jointly with Pang and Deng, in which the authors established some sufficient conditions under which the Euler-Maruyama (EM) method can reproduce the almost sure exponential stability of the test hybrid SDEs. The key condition imposed in