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Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations
D.J. Higham,
X. Mao
, C. Yuan
Mathematics And Statistics
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Contribution to journal
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Article
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peer-review
113
Citations (Scopus)
157
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Dive into the research topics of 'Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations'. Together they form a unique fingerprint.
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Mathematics
Exponential Stability
92%
Stochastic Differential Equations
82%
Numerical Simulation
71%
Moment
65%
Euler
40%
Nonlinear Differential Equations
27%
Euler-Maruyama Method
22%
Backward Euler Method
21%
Lipschitz condition
17%
Breakdown
16%
Growth Conditions
15%
Linear differential equation
14%
Scalar
11%
Tend
11%
Numerical Methods
11%
Generalise
8%
Zero
8%
Coefficient
7%
Engineering & Materials Science
Asymptotic stability
100%
Differential equations
84%
Computer simulation
51%
Numerical methods
13%