Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes (Q2388708)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes |
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Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes (English)
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19 September 2005
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The paper studies the stability of discrete time numerical methods for the solution of stochastic differential equations. By using the class of balanced implicit methods various forms of stability for different nonlinear dynamics are investigated.
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balanced implicit method
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