A brief review on stability investigations of numerical methods for systems of stochastic differential equations

DOI10.3934/NHM.2024016MaRDI QIDQ6572233FDOQ6572233

Authors: Henri Schurz 

Publication date: 15 July 2024

Published in: Networks and Heterogeneous Media (Search for Journal in Brave)

zbMATH Keywords

numerical methodsstochastic differential equationsalmost sure stabilitymoment stabilitymean square stabilitystochastic theta methodstest equationstheta Milstein methods

Mathematics Subject Classification ID

Numerical analysis (65-XX)

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