On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise

Author:

Abukhaled Marwan I.

Publisher

Wiley

Reference10 articles.

1. Mean Square Stability of Second-OrderWeak Numerical Methods for Stochastic Differential Equations, Applied Numerical Mathematics, 48 (2004), 127-134.

2. Mean Square Stability of a Class of Runge-Kutta Methods for 2-Dimensional Stochastic Differential Systems, Applied Num. Anal. and Comp. Math, 1(2004), 77-89.

3. and A Class of Second-Order Runge-Kutta Methods for Numerical Solution of Stochastic Differential Equations, Stochastic Analysis and Applications, 16(1998), 977-991.

4. Stochastic Differential Equations, Wiley, New York, 1974.

5. Introduction to Stochastic Differential Equations, Marcel Dekker, New York, 1988.

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