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Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation
International Journal of Computer Mathematics ( IF 1.8 ) Pub Date : 2020-08-27 , DOI: 10.1080/00207160.2020.1809655
Linna Liu 1 , Feiqi Deng 2
Affiliation  

It is generally known that explicit solution can rarely be obtained for stochastic differential equations (SDEs), not to mention the nonlinear stochastic functional differential equation (SFDEs). T...

中文翻译:

非线性随机泛函微分方程半欧拉数值格式的几乎肯定指数稳定性

众所周知,随机微分方程(SDE)很少能得到显式解,更不用说非线性随机泛函微分方程(SFDE)了。天...
更新日期:2020-08-27
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