Almost sure exponential stability of the θ-method for stochastic differential equations
Year of publication: |
2012
|
---|---|
Authors: | Chen, Lin ; Wu, Fuke |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 9, p. 1669-1676
|
Publisher: |
Elsevier |
Subject: | Stochastic differential equations | Almost sure exponential stability | θ-method | Semimartingale convergence theorem | One-sided linear growth |
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