The mean-square stability of numerical methods for solving stochastic differential equations

DOI10.1515/RNAM.1994.9.5.405MaRDI QIDQ4697728zbMATH OpenOpenAlexFDO

Authors S. S. Artem'ev

Publication date 8 May 1995

Published in Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rnam.1994.9.5.405

zbMATH Keywords

\(A\)-stability\(A\)-stable methodsasymptotic stabilitymean-square rigid systemnumerical examplesstochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99)

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