A brief review on stability investigations of numerical methods for systems of stochastic differential equations (Q6572233)
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scientific article; zbMATH DE number 7880890
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| English | A brief review on stability investigations of numerical methods for systems of stochastic differential equations |
scientific article; zbMATH DE number 7880890 |
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A brief review on stability investigations of numerical methods for systems of stochastic differential equations (English)
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15 July 2024
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stochastic differential equations
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numerical methods
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almost sure stability
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mean square stability
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moment stability
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test equations
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stochastic theta methods
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theta Milstein methods
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