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Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

Desmond J Higham, Xuerong Mao, Chenggui Yuan Orcid Logo

SIAM Journal on Numerical Analysis, Volume: 45, Issue: 2, Pages: 592 - 609

Swansea University Author: Chenggui Yuan Orcid Logo

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DOI (Published version): 10.1137/060658138

Published in: SIAM Journal on Numerical Analysis
ISSN: 0036-1429 1095-7170
Published: 2007
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa1637
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first_indexed 2013-07-23T11:47:57Z
last_indexed 2018-02-09T04:29:04Z
id cronfa1637
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spelling 2013-06-17T15:41:02.5375699 v2 1637 2011-10-01 Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2011-10-01 SMA Journal Article SIAM Journal on Numerical Analysis 45 2 592 609 0036-1429 1095-7170 31 12 2007 2007-12-31 10.1137/060658138 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2013-06-17T15:41:02.5375699 2011-10-01T00:00:00.0000000 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Desmond J Higham 1 Xuerong Mao 2 Chenggui Yuan 0000-0003-0486-5450 3
title Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
spellingShingle Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
Chenggui Yuan
title_short Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
title_full Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
title_fullStr Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
title_full_unstemmed Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
title_sort Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 Desmond J Higham
Xuerong Mao
Chenggui Yuan
format Journal article
container_title SIAM Journal on Numerical Analysis
container_volume 45
container_issue 2
container_start_page 592
publishDate 2007
institution Swansea University
issn 0036-1429
1095-7170
doi_str_mv 10.1137/060658138
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 0
active_str 0
published_date 2007-12-31T03:04:24Z
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score 11.029921

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