Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition | |
Liu, Linna; Deng, Feiqi; Hou, Ting | |
刊名 | APPLIED MATHEMATICS AND COMPUTATION |
2018 | |
卷号 | 330页码:201-212 |
关键词 | Stochastic functional differential equation Almost sure exponential stability Polynomial growth condition Semi-martingale convergence theorem Backward Euler-Maruyama method |
DOI | 10.1016/j.amc.2018.02.031 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4568196 |
专题 | 山东大学 |
作者单位 | 1.South China Univ Technol, Sch Automat Sci & Engn, Guangzhou 510640, Guangdong, Peoples R China. 2.Shandong Univ |
推荐引用方式 GB/T 7714 | Liu, Linna,Deng, Feiqi,Hou, Ting. Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition[J]. APPLIED MATHEMATICS AND COMPUTATION,2018,330:201-212. |
APA | Liu, Linna,Deng, Feiqi,&Hou, Ting.(2018).Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition.APPLIED MATHEMATICS AND COMPUTATION,330,201-212. |
MLA | Liu, Linna,et al."Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition".APPLIED MATHEMATICS AND COMPUTATION 330(2018):201-212. |
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