Asymptotic mean-square stability of weak second-order balanced stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential systems-Reference-Cited by-同舟云学术

Asymptotic mean-square stability of weak second-order balanced stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential systems

Published:2018-09 Issue: Volume:332 Page:276-303
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Rathinasamy Anandaraman,Nair Priya

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference32 articles.

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4. A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic systems;Buckwar;Appl. Numer. Math.,2012

5. Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations;Burrage;Comput. Phys. Comm.,2001

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