Stability of weak numerical schemes for stochastic differential equations (Q5917688): Difference between revisions

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+A special stability problem for linear multistep methods
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+Option Pricing Under Incompleteness and Stochastic Volatility
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+Stability of weak numerical schemes for stochastic differential equations
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+Numerical Integration of Multiplicative-Noise Stochastic Differential Equations
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+Expansion of the global error for numerical schemes solving stochastic differential equations
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+https://doi.org/10.1016/0378-4754(93)e0067-f
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