Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations

By Xuerong Mao. 2007

95 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/4a7b6f0d68e764b27e5da904b8c5ef826de7bdca