Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems (Q647952): Difference between revisions

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+https://doi.org/10.1016/j.jfranklin.2010.01.011
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+W2050680733
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+EXPECTATION STABILITY OF SECOND-ORDER WEAK NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS
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+Mean square stability of second-order weak numerical methods for stochastic differential equations.
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+Q4732346
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+Stability of weak numerical schemes for stochastic differential equations
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+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
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+Mean-square stability of numerical schemes for stochastic differential systems
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+Q4664297
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+Publication:647952