| Volume 6, Number 2, 2016, Pages 463-478 DOI：10.11948/2016034 |
| Mean-square exponential dichotomy of numerical solutionsto stochastic differential equations |
| Hailong Zhu,Jifeng Chu |
| Keywords:Mean-square exponential dichotomy, Euler-Maruyama method, stochastic differential equation |
| Abstract: |
| We present the ability of
numerical simulations to reproduce the mean-square exponential
dichotomy of stochastic differential equations. Under some
conditions, we show that the mean-square exponential dichotomy of
stochastic differential equations is equivalent to that of the
numerical method for sufficient small step sizes |
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