\(A\)-stability and stochastic mean-square stability (Q1577729)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(A\)-stability and stochastic mean-square stability |
scientific article |
Statements
\(A\)-stability and stochastic mean-square stability (English)
0 references
27 August 2000
0 references
The author considers the mean-square stability of the stochastic differential equation for the test problem with multiplicative noise proposed by \textit{Y. Saito} and \textit{T. Mitsui} [SIAM J. Appl. Math. 56, No. 5, 1400-1423 (1996; Zbl 0869.60053)]. It quantifies precisely the point where unconditional stability is lost. This leads to a concept that may be useful in the stability analysis of a wider class of methods.
0 references
\(A\)-stability
0 references
mean-square stability
0 references
stochastic differential equation
0 references
unconditional stability
0 references
\(A\)-stable methods
0 references
