On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stability of some second order numerical methods for weak approximation of Itô SDEs |
scientific article |
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On the stability of some second order numerical methods for weak approximation of Itô SDEs (English)
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11 May 2011
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stochastic differential equations
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stochastic stability
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asymptotic stability
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MS-stability
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weak convergence
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predictor-corrector methods
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