Some issues in discrete approximate solution for stochastic differential equations (Q1339295)

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Some issues in discrete approximate solution for stochastic differential equations
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    Some issues in discrete approximate solution for stochastic differential equations (English)
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    1 December 1994
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    The paper investigates the stability of numerical solutions of stochastic differential equations. A two-dimensional linear test equation with multiplicative noise is suggested for the study of numerical stability of a given numerical scheme.
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    convergence
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    stability
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    stochastic differential equations
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    test equation
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