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MS-Stability Analysis of Predictor-Corrector Schemes for Stochastic Differential Equations - MaRDI portal

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MS-Stability Analysis of Predictor-Corrector Schemes for Stochastic Differential Equations (Q4626865)

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scientific article; zbMATH DE number 7033308
Language Label Description Also known as
English
MS-Stability Analysis of Predictor-Corrector Schemes for Stochastic Differential Equations
scientific article; zbMATH DE number 7033308

    Statements

    title
    MS-Stability Analysis of Predictor-Corrector Schemes for Stochastic Differential Equations (English)
    0 references
    publication date
    6 March 2019
    0 references
    zbMATH Keywords
    stochastic Taylor scheme
    0 references
    weak approximations
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    mean-square stability
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    multiplicative noise
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    Identifiers

    zbMATH DE Number
    7033308
    0 references
     
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