Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems (Q647952)
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scientific article; zbMATH DE number 5975790
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| English | Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems |
scientific article; zbMATH DE number 5975790 |
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Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems (English)
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22 November 2011
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mean square stability
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weak convergence
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stochastic differential equations
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infinite logarithmic matrix norm
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numerical examples
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0.8952941298484802
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0.8841979503631592
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0.8838696479797363
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0.8740947246551514
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0.8670405745506287
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