Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations (Q356150)
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scientific article; zbMATH DE number 6191554
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| English | Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations |
scientific article; zbMATH DE number 6191554 |
Statements
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations (English)
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25 July 2013
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linear stability analysis
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systems of stochastic differential equations
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non-normal coefficient
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theta method
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0.8464582562446594
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0.8178524374961853
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0.808944046497345
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0.783374547958374
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