A note on the stability properties of the Euler methods for solving stochastic differential equations (Q2708029)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the stability properties of the Euler methods for solving stochastic differential equations |
scientific article |
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17 April 2001
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stochastic differential equations
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numerical stability
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Euler schemes
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A note on the stability properties of the Euler methods for solving stochastic differential equations (English)
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The paper studies the numerical stability of Euler schemes for the numerical solution of stochastic differential equations. The so-called \(T\)-stability is extended for the case of strong approximations.
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