Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations (Q356150): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / zbMATH DE Number: 6191554 / rank | |||
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linear stability analysis | |||
| Property / zbMATH Keywords: linear stability analysis / rank | |||
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systems of stochastic differential equations | |||
| Property / zbMATH Keywords: systems of stochastic differential equations / rank | |||
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non-normal coefficient | |||
| Property / zbMATH Keywords: non-normal coefficient / rank | |||
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theta method | |||
| Property / zbMATH Keywords: theta method / rank | |||
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Revision as of 10:30, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations |
scientific article |
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Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations (English)
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25 July 2013
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linear stability analysis
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systems of stochastic differential equations
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non-normal coefficient
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theta method
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