Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (Q2511208)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations |
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Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (English)
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5 August 2014
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stochastic differential equations
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mean-square stability
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two-step method
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stochastic Adams-Bashforth method
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stochastic Adams-Moulton method
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stochastic BDF scheme
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