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"Almost Sure and Moment Exponential Stability in the Numerical Simulation ..."

Desmond J. Higham, Xuerong Mao, Chenggui Yuan (2007)

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DOI: 10.1137/060658138

access: closed

type: Journal Article

metadata version: 2020-05-11

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Desmond J. Higham, Xuerong Mao, Chenggui Yuan:
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations. SIAM J. Numer. Anal. 45(2): 592-609 (2007)

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