A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104)
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scientific article; zbMATH DE number 6754161
Language | Label | Description | Also known as |
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English | A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise |
scientific article; zbMATH DE number 6754161 |
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A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (English)
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27 July 2017
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stochastic differential equation
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stable numerical scheme
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weak error
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mean-square convergence
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convergence rate
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bilinearity
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unstable equilibrium point
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local Lipschitz condition
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