Stability of weak numerical schemes for stochastic differential equations (Q5917688): Difference between revisions
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scientific article; zbMATH DE number 792976
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of weak numerical schemes for stochastic differential equations |
scientific article; zbMATH DE number 792976 |
Statements
Stability of weak numerical schemes for stochastic differential equations (English)
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31 October 1995
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numerical stability
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convergence of weak schemes
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stochastic differential equations
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implicit Euler schemes
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regions of stability
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