A weak local linearization scheme for stochastic differential equations with multiplicative noise (Q344263)
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scientific article; zbMATH DE number 6655200
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| English | A weak local linearization scheme for stochastic differential equations with multiplicative noise |
scientific article; zbMATH DE number 6655200 |
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A weak local linearization scheme for stochastic differential equations with multiplicative noise (English)
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22 November 2016
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stochastic differential equation
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mean-square stability
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weak convergence
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local linearization scheme
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numerical simulations
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0.8471426367759705
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0.8265649080276489
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0.816368043422699
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0.8156095147132874
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0.8061486482620239
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