Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations (Q3078558): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 09:35, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations |
scientific article |
Statements
Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations (English)
0 references
28 February 2011
0 references
linear stability analysis
0 references
theta method
0 references
systems of stochastic differential equations
0 references
stabilization
0 references
destabilization
0 references