Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems (Q647952): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:50, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems |
scientific article |
Statements
Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems (English)
0 references
22 November 2011
0 references
mean square stability
0 references
weak convergence
0 references
stochastic differential equations
0 references
infinite logarithmic matrix norm
0 references
numerical examples
0 references
