Destabilising nonnormal stochastic differential equations
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Publication:2099181
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Cites work
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems
- An introduction to the numerical simulation of stochastic differential equations
- Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control
- Bounds for iterates, inverses, spectral variation and fields of values of non-normal matrices
- Closest normal matrix finally found
- Computing the closest real normal matrix and normal completion
- Fast Algorithms for the Approximation of the Pseudospectral Abscissa and Pseudospectral Radius of a Matrix
- scientific article; zbMATH DE number 47926 (Why is no real title available?)
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- Mean-square stability analysis of numerical schemes for stochastic differential systems
- MS-stability of nonnormal stochastic differential systems
- Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations
- Nonnormality and stochastic differential equations
- Normal matrices
- Normal matrices: an update
- On measures of nonnormality of matrices
- Stabilization of Linear Systems by Noise
- Stochastic Perturbation Theory
Cited in
(5)- Nonnormality and stochastic differential equations
- Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations
- A long term analysis of stochastic theta methods for mean reverting linear process with jumps
- Variable stepsize multivalue collocation methods
- Numerical conservation issues for jump Pearson diffusions
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