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Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations - MaRDI portal

Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations (Q356150)

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scientific article; zbMATH DE number 6191554
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Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations
scientific article; zbMATH DE number 6191554

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    Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations (English)
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    25 July 2013
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    linear stability analysis
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    systems of stochastic differential equations
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    non-normal coefficient
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    theta method
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