On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise (Q3159467)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise |
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On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise (English)
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16 February 2005
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weak numerical schemes
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mean square stability
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numerical examples
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Runge-Kutta type methods
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system of Itô stochastic differential equations
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