Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems (Q647952): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems |
scientific article |
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Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems (English)
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22 November 2011
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mean square stability
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weak convergence
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stochastic differential equations
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infinite logarithmic matrix norm
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numerical examples
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