Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations (Q3078558): Difference between revisions

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Revision as of 09:35, 5 March 2024

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Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations
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    Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations (English)
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    28 February 2011
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    linear stability analysis
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    theta method
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    systems of stochastic differential equations
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    stabilization
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    destabilization
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