Local stability and parameter dependence of mild solutions for stochastic differential equations
نویسندگان
چکیده
منابع مشابه
Stability in Distribution of Numerical Solutions for Stochastic Differential Equations
The numerical methods on stochastic differential equations (SDEs) have been well established. There are several papers that study the numerical stability of SDEs with respect to sample paths or moments. In this paper we study the stability in distribution of numerical solution of SDEs.
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*Correspondence: [email protected]; [email protected] 1School of Mathematics & Computer Science, Wuhan Polytechnic University, Wuhan, Hubei, China 2School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan, Hubei, China Abstract In this paper, we study the exponential stability in the pth moment of mild solutions to impulsive stochastic neutral partial differential e...
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ژورنال
عنوان ژورنال: Advances in Difference Equations
سال: 2014
ISSN: 1687-1847
DOI: 10.1186/1687-1847-2014-276