pth moment (p∈(0,1)) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations
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DOI: 10.1016/j.spl.2020.108701
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- Chen, Lin & Wu, Fuke, 2012. "Almost sure exponential stability of the θ-method for stochastic differential equations," Statistics & Probability Letters, Elsevier, vol. 82(9), pages 1669-1676.
- Lan, Guangqiang & Wu, Jiang-Lun, 2014. "New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients," Stochastic Processes and their Applications, Elsevier, vol. 124(12), pages 4030-4049.
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Keywords
Stochastic differential equations; Modified truncated Euler–Maruyama method; pth moment exponential stability; Almost sure exponential stability;All these keywords.
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