MS-Stability Analysis of Predictor-Corrector Schemes for Stochastic Differential Equations

DOI10.5890/DNC.2018.12.004zbMath1409.60092MaRDI QIDQ4626865

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Publication date: 6 March 2019

Published in: The interdisciplinary journal of Discontinuity, Nonlinearity, and Complexity (Search for Journal in Brave)

zbMATH Keywords

multiplicative noisemean-square stabilityweak approximationsstochastic Taylor scheme

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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