Balanced Implicit Methods for Stiff Stochastic Systems (Q4389164)

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scientific article; zbMATH DE number 1151203
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Balanced Implicit Methods for Stiff Stochastic Systems
scientific article; zbMATH DE number 1151203

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    Balanced Implicit Methods for Stiff Stochastic Systems (English)
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    12 May 1998
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    convergence
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    Euler method
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    implicit numerical methods
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    stochastic differential equations
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    stiff system
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    numerical experiments
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    comparison
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    balanced methods
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    stability
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