Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations (Q3078558): Difference between revisions
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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 |
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Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations (English)
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28 February 2011
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linear stability analysis
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theta method
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systems of stochastic differential equations
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stabilization
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destabilization
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