Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods
نویسندگان
چکیده
Abstract The equivalence of p th ( > 0 ) moment stability between stochastic differential delay equations and their numerical methods is studied under the assumptions that are strongly convergent have bounded in finite time.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2021
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2020.108952