Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (Q2511208): Difference between revisions

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Latest revision as of 20:56, 8 July 2024

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Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations
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    Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (English)
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    5 August 2014
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    stochastic differential equations
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    mean-square stability
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    two-step method
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    stochastic Adams-Bashforth method
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    stochastic Adams-Moulton method
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    stochastic BDF scheme
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