Journal article 1352 views
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
Desmond J Higham,
Xuerong Mao,
Chenggui Yuan 
SIAM Journal on Numerical Analysis, Volume: 45, Issue: 2, Pages: 592 - 609
Swansea University Author:
Chenggui Yuan
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1137/060658138
Abstract
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
| Published in: | SIAM Journal on Numerical Analysis |
|---|---|
| ISSN: | 0036-1429 1095-7170 |
| Published: |
2007
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa1637 |
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| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
2 |
| Start Page: |
592 |
| End Page: |
609 |