Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (Q268307)

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Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations
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    Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (English)
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    14 April 2016
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    stochastic differential equation (SDE)
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    semi-implicit Taylor schemes
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    MS-stability
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    normal and non-normal test systems
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