Analysis of asymptotic mean-square stability of a class of Runge–Kutta schemes for linear systems of stochastic differential equations
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science
Reference21 articles.
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4. Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations;Buckwar;SIAM J. Numer. Anal.,2010
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