Mean square stability of second-order weak numerical methods for stochastic differential equations
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics,Numerical Analysis
Reference10 articles.
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3. Numerical solutions of stochastic differential equations-implementation and stability issues;Burrage;J. Comput. Appl. Math.,2000
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5. Convergence and stability of implicit Runge–Kutta methods for systems with multiplicative noise;Hernandez;BIT,1993
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