Absolute Stability in Mean-Square of the Lourie-Ito-Skorokhod Stochastic Differential Equation

2008 ◽  
Vol 40 (7) ◽  
pp. 1-8
Author(s):  
Andrey Ya. Dovgun ◽  
Lyubov I. Yasinskaya
Keyword(s):  
Differential Equation ◽  
Stochastic Differential Equation ◽  
Absolute Stability ◽  
Mean Square ◽  
Stability In Mean Square

On Approximate Large Deviations for 1D Diffusion

2003 ◽  
Vol 10 (2) ◽  
pp. 381-399
Author(s):  
A. Yu. Veretennikov
Keyword(s):  
Differential Equation ◽  
Exact Solution ◽  
Large Deviations ◽  
Stochastic Differential Equation ◽  
Approximation Scheme ◽  
Sufficient Conditions ◽  
Rate Function ◽  
Euler Approximation ◽  
One Dimensional

Abstract We establish sufficient conditions under which the rate function for the Euler approximation scheme for a solution of a one-dimensional stochastic differential equation on the torus is close to that for an exact solution of this equation.

Exponential Stability in Mean Square and Stochastic Variational Equations

2011 ◽  
Author(s):  
Adina Păucă ◽  
Diana Stoica ◽  
Ludovic Dan Lemle ◽  
Theodore E. Simos ◽  
George Psihoyios ◽  
...  
Keyword(s):  
Exponential Stability ◽  
Mean Square ◽  
Variational Equations ◽  
Stability In Mean Square
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