On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255): Difference between revisions
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / zbMATH DE Number: 5886855 / rank | |||
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stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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stochastic stability | |||
| Property / zbMATH Keywords: stochastic stability / rank | |||
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asymptotic stability | |||
| Property / zbMATH Keywords: asymptotic stability / rank | |||
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MS-stability | |||
| Property / zbMATH Keywords: MS-stability / rank | |||
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weak convergence | |||
| Property / zbMATH Keywords: weak convergence / rank | |||
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predictor-corrector methods | |||
| Property / zbMATH Keywords: predictor-corrector methods / rank | |||
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Revision as of 08:52, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stability of some second order numerical methods for weak approximation of Itô SDEs |
scientific article |
Statements
On the stability of some second order numerical methods for weak approximation of Itô SDEs (English)
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11 May 2011
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stochastic differential equations
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stochastic stability
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asymptotic stability
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MS-stability
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weak convergence
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predictor-corrector methods
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