"Almost sure exponential stability of backward Euler-Maruyama ..."

Xuerong Mao, Yi Shen, Alison J. Gray (2011)

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DOI: 10.1016/J.CAM.2010.08.006

access: open

type: Journal Article

metadata version: 2021-02-16

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Xuerong Mao, Yi Shen, Alison J. Gray:
Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations. J. Comput. Appl. Math. 235(5): 1213-1226 (2011)

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