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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations
期刊论文
PROCEEDINGS OF THE ROYAL SOCIETY OF EDINBURGH SECTION A-MATHEMATICS, 2016, 卷号: 146, 期号: 6, 页码: 1303-1328
Authors:
Zong, Xiaofeng
;
Wu, Fuke
;
Huang, Chengming
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Submit date：2018/07/30
hybrid SDEs
moment exponential stability
Markov chain
Euler-Maruyama approximation
backward Euler-Maruyama approximation
split-step backward Euler-Maruyama approximation
