A fast convergent numerical method for matrix sign function with application in SDEs (Q2255727): Difference between revisions
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Revision as of 00:02, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast convergent numerical method for matrix sign function with application in SDEs |
scientific article |
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A fast convergent numerical method for matrix sign function with application in SDEs (English)
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18 February 2015
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matrix sign
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stochastic differential equations
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Riccati equation
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Lotka-Volterra model
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matrix iterative method
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convergence
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asymptotical stability
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