Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems (Q647952): Difference between revisions
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| Property / cites work: EXPECTATION STABILITY OF SECOND-ORDER WEAK NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS / rank | |||
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| Property / cites work: Mean square stability of second-order weak numerical methods for stochastic differential equations. / rank | |||
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| Property / cites work: Q4732346 / rank | |||
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| Property / cites work: Stability of weak numerical schemes for stochastic differential equations / rank | |||
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| Property / cites work: Stability Analysis of Numerical Schemes for Stochastic Differential Equations / rank | |||
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| Property / cites work: Mean-square stability of numerical schemes for stochastic differential systems / rank | |||
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Latest revision as of 16:43, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems |
scientific article |
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Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems (English)
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22 November 2011
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mean square stability
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weak convergence
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stochastic differential equations
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infinite logarithmic matrix norm
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numerical examples
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