scientific article; zbMATH DE number 919682
linear stochastic differential equationsnumerical stabilityregions of stabilitysuperimplicit Euler schemes
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)
- Stability of weak numerical schemes for stochastic differential equations
- Stability of weak numerical schemes for stochastic differential equations
- A novel approach to construct numerical methods for stochastic differential equations
- Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients
- scientific article; zbMATH DE number 956579
- Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients
- Approximation of jump diffusions in finance and economics
- scientific article; zbMATH DE number 4028851 (Why is no real title available?)
- On Spurious Behavior of Super-Stable Implicit Methods
- Stability of weak numerical schemes for stochastic differential equations
- Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching
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