Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations (Q356150): Difference between revisions
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scientific article
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English | Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations |
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Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations (English)
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25 July 2013
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linear stability analysis
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systems of stochastic differential equations
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non-normal coefficient
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theta method
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