Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems
DOI10.1016/J.JFRANKLIN.2010.01.011zbMATH Open1229.65025OpenAlexW2050680733MaRDI QIDQ647952FDOQ647952
Authors: Marwan Abukhaled 
Publication date: 22 November 2011
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2010.01.011
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Cites Work
- Mean-square stability of numerical schemes for stochastic differential systems
- Stability Analysis of Numerical Schemes for Stochastic Differential Equations
- Title not available (Why is that?)
- EXPECTATION STABILITY OF SECOND-ORDER WEAK NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS
- Stability of weak numerical schemes for stochastic differential equations
- Mean square stability of second-order weak numerical methods for stochastic differential equations.
- Title not available (Why is that?)
Cited In (6)
- EXPECTATION STABILITY OF SECOND-ORDER WEAK NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems
- On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise
- Mean-square stability of second-order Runge-Kutta methods for multi-dimensional linear stochastic differential systems
- Mean square stability of second-order weak numerical methods for stochastic differential equations.
- Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family
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