Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (Q268307): Difference between revisions
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / Mathematics Subject Classification ID: 34D20 / rank | |||
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| Property / zbMATH DE Number: 6569093 / rank | |||
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stochastic differential equation (SDE) | |||
| Property / zbMATH Keywords: stochastic differential equation (SDE) / rank | |||
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semi-implicit Taylor schemes | |||
| Property / zbMATH Keywords: semi-implicit Taylor schemes / rank | |||
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MS-stability | |||
| Property / zbMATH Keywords: MS-stability / rank | |||
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normal and non-normal test systems | |||
| Property / zbMATH Keywords: normal and non-normal test systems / rank | |||
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Revision as of 14:58, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations |
scientific article |
Statements
Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (English)
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14 April 2016
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stochastic differential equation (SDE)
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semi-implicit Taylor schemes
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MS-stability
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normal and non-normal test systems
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