Stability region of balanced -Heun method for stochastic differential equations

DOI10.16783/J.CNKI.NWNUZ.2020.05.003MaRDI QIDQ4984480zbMATH OpenFDO

Authors Hongxi Kang, Yindi Zhang

Publication date 26 April 2021

Full work available at URL https://doi.org/10.16783/J.CNKI.NWNUZ.2020.05.003

zbMATH Keywords

balanced \(\theta\)-Heun methodmean square stabilitystability regionstochastic differential equations

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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• Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
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