Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in
Author:
Publisher
Walter de Gruyter GmbH
Subject
Statistics and Probability,Analysis
Link
https://www.degruyter.com/document/doi/10.1515/ROSE.2011.007/pdf
Reference25 articles.
1. Strongly exposed points and Lyapunov's theorem
2. The mean-square stability of numerical methods for solving stochastic differential equations
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4. Numerical solutions of stochastic differential equations – implementation and stability issues
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