Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (Q2511208)
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scientific article; zbMATH DE number 6325065
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| English | Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations |
scientific article; zbMATH DE number 6325065 |
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Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (English)
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5 August 2014
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stochastic differential equations
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mean-square stability
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two-step method
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stochastic Adams-Bashforth method
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stochastic Adams-Moulton method
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stochastic BDF scheme
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0.8954335451126099
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0.866388738155365
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0.866129994392395
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0.8607373237609863
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