On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255)
From MaRDI portal
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)
0 references
11 May 2011
0 references
stochastic differential equations
0 references
stochastic stability
0 references
asymptotic stability
0 references
MS-stability
0 references
weak convergence
0 references
predictor-corrector methods
0 references
