On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255)
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scientific article; zbMATH DE number 5886855
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| English | On the stability of some second order numerical methods for weak approximation of Itô SDEs |
scientific article; zbMATH DE number 5886855 |
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On the stability of some second order numerical methods for weak approximation of Itô SDEs (English)
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11 May 2011
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stochastic differential equations
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stochastic stability
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asymptotic stability
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MS-stability
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weak convergence
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predictor-corrector methods
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0.8608530759811401
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0.8603208661079407
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0.8192288279533386
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0.8173020482063293
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