Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (Q2434943): Difference between revisions
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Revision as of 07:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations |
scientific article |
Statements
Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (English)
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3 February 2014
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drift-implicit stochastic methods
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mean-square stability
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stiff systems
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Itô stochastic differential equations
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