The mean-square stability of numerical methods for solving stochastic differential equations
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Publication:4697728
DOI10.1515/rnam.1994.9.5.405zbMath0818.65150MaRDI QIDQ4697728
Publication date: 8 May 1995
Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rnam.1994.9.5.405
numerical examples; asymptotic stability; stochastic differential equations; \(A\)-stability; \(A\)-stable methods; mean-square rigid system
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65C99: Probabilistic methods, stochastic differential equations
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