On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise (Q3159467): Difference between revisions

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Property / DOI: 10.1002/anac.200410005 / rank
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Property / author: Marwan I. Abukhaled / rank
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Property / cites work: Mean Square Stability of a Class of Runge-Kutta Methods for 2-Dimensional Stochastic Differential Systems / rank
 
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Property / cites work: A class of second-order Runge-Kutta methods for numerical solution of stochastic differential equations / rank
 
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Property / cites work: Stability Analysis of Numerical Schemes for Stochastic Differential Equations / rank
 
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Latest revision as of 19:21, 20 December 2024

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On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise
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    On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise (English)
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    16 February 2005
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    weak numerical schemes
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    mean square stability
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    numerical examples
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    Runge-Kutta type methods
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    system of Itô stochastic differential equations
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