An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692)
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scientific article; zbMATH DE number 6596844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An error corrected Euler-Maruyama method for stiff stochastic differential equations |
scientific article; zbMATH DE number 6596844 |
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An error corrected Euler-Maruyama method for stiff stochastic differential equations (English)
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22 June 2016
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error corrected Euler-Maruyama method
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stiff stochastic differential equations
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mean-square convergence
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mean-square stability
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asymptotic stability
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