Exponential stability of equidistant Euler–Maruyama approximations of stochastic differential delay equations-Reference-Cited by-同舟云学术

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Exponential stability of equidistant Euler–Maruyama approximations of stochastic differential delay equations

Published:2007-03 Issue:1 Volume:200 Page:297-316
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Mao Xuerong

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference36 articles.

1. Stochastic Differential Equations: Theory and Applications;Arnold,1972

2. Random Dynamical Systems;Arnold,1998

3. Mean-square stability of numerical methods for solving stochastic differential equations;Artemiev;Russian Acad. Sci. Dokl. Math.,1994

4. The mean square stability of numerical methods for solving stochastic differential equations;Artemiev;Russian J. Numer. Anal. Math. Modeling,1994

5. Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations;Artemiev,1997

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