Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations (Q3078558)
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scientific article; zbMATH DE number 5858688
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| English | Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations |
scientific article; zbMATH DE number 5858688 |
Statements
Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations (English)
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28 February 2011
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linear stability analysis
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theta method
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systems of stochastic differential equations
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stabilization
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destabilization
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0.8589876294136047
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0.8464582562446594
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0.8457865118980408
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0.8281497955322266
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0.8214918375015259
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