Stability of the Heun methods for solving stochastic differential equations (Q5319182)
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scientific article; zbMATH DE number 5583687
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| English | Stability of the Heun methods for solving stochastic differential equations |
scientific article; zbMATH DE number 5583687 |
Statements
22 July 2009
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Heun method
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stochastic differential equation
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mean square stability
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exponential stability
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\( T\)-stability
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0.8794489502906799
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0.8737305998802185
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0.8629834055900574
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0.8522616028785706
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