Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (Q268307)
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scientific article; zbMATH DE number 6569093
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| English | Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations |
scientific article; zbMATH DE number 6569093 |
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Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (English)
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14 April 2016
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stochastic differential equation (SDE)
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semi-implicit Taylor schemes
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MS-stability
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normal and non-normal test systems
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0.934823513031006
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0.925886869430542
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0.8368966579437256
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0.8211694955825806
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