Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245)
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scientific article; zbMATH DE number 7128605
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| English | Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems |
scientific article; zbMATH DE number 7128605 |
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Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (English)
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12 November 2019
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stochastic differential equations
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multi-dimensional systems
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numerical solutions
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stochastic Runge-Kutta methods
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mean-square stability analysis
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balanced stochastic Runge-Kutta methods
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0.9245206117630004
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0.8705863356590271
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0.8677129149436951
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0.862198531627655
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