Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise

DOI10.1080/07362999608809442zbMath0860.60040OpenAlexW1974252756MaRDI QIDQ5687775

Henri Schurz

Publication date: 16 December 1996

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999608809442

zbMATH Keywords

stabilitynumerical methodsstochastic differential equations

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Probabilistic methods, stochastic differential equations (65C99)

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