Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations |
scientific article |
Statements
Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (English)
0 references
23 February 2005
0 references
Stability
0 references
Stochastic differential equations
0 references
Stochastic Runge-Kutta schemes
0 references
Second moment stability
0 references
Stability domains
0 references
Numerical examples
0 references
