Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (Q2123648)
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scientific article; zbMATH DE number 7508263
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| English | Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises |
scientific article; zbMATH DE number 7508263 |
Statements
Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (English)
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14 April 2022
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stochastic differential equations
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stability
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small noises
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computer simulation
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local linearization approach
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additive noise
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0.8249192833900452
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0.8092961311340332
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0.8007691502571106
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0.7937483191490173
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