Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (Q2434943)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations |
scientific article |
Statements
Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (English)
0 references
3 February 2014
0 references
drift-implicit stochastic methods
0 references
mean-square stability
0 references
stiff systems
0 references
Itô stochastic differential equations
0 references
