OpenAlex | Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations

Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations

Work

Year: 2010

Type: article

Source: Journal of Computational and Applied Mathematics

Authors Xuerong Mao, Yi Shen, Alison Gray

Institutions University of Strathclyde, Huazhong University of Science and Technology

Cites: 23

Cited by: 38

Related to: 10

FWCI: 1.09

Citation percentile (by year/subfield): 91.93

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funders National Natural Science Foundation of China, National Natural Science Foundation of China

Grant IDS 60740430664, 60874031