Analysis of asymptotic mean-square stability of a class of Runge-Kutta schemes for linear systems of stochastic differential equations (Q2229893)
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scientific article; zbMATH DE number 7312638
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| English | Analysis of asymptotic mean-square stability of a class of Runge-Kutta schemes for linear systems of stochastic differential equations |
scientific article; zbMATH DE number 7312638 |
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Analysis of asymptotic mean-square stability of a class of Runge-Kutta schemes for linear systems of stochastic differential equations (English)
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18 February 2021
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stochastic differential systems
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asymptotic mean-square stability
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stochastic Runge-Kutta schemes
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linear stability analysis
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diagonally drift-implicit Runge-Kutta schemes
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0.8563359379768372
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0.8533820509910583
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0.8237109184265137
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