Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478)
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scientific article; zbMATH DE number 2137458
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| English | Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations |
scientific article; zbMATH DE number 2137458 |
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Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (English)
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23 February 2005
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Stability
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Stochastic differential equations
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Stochastic Runge-Kutta schemes
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Second moment stability
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Stability domains
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Numerical examples
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0.9143678545951844
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0.906691551208496
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0.8632102012634277
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0.8613935112953186
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