On the MS-stability of predictor-corrector schemes for stochastic differential equations

DOI10.1016/J.MATCOM.2020.09.004OpenAlexW3084310931WikidataQ115343818 ScholiaQ115343818MaRDI QIDQ1998273FDOQ1998273

Authors: Yanyan Li 

Publication date: 6 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2020.09.004

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zbMATH Keywords

multiplicative noisemean-square stabilitypredictor-corrector schemesstochastic scheme

Mathematics Subject Classification ID

Stochastic analysis (60Hxx)

Cites Work

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• STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS

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