Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478): Difference between revisions

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Revision as of 20:47, 19 March 2024

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Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations
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    Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (English)
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    23 February 2005
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    Stability
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    Stochastic differential equations
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    Stochastic Runge-Kutta schemes
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    Second moment stability
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    Stability domains
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    Numerical examples
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