Mean Square Stability of a Class of Runge-Kutta Methods for 2-Dimensional Stochastic Differential Systems (Q4653741)
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scientific article; zbMATH DE number 2141576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean Square Stability of a Class of Runge-Kutta Methods for 2-Dimensional Stochastic Differential Systems |
scientific article; zbMATH DE number 2141576 |
Statements
Mean Square Stability of a Class of Runge-Kutta Methods for 2-Dimensional Stochastic Differential Systems (English)
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7 March 2005
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linear stochastic systems
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mean square stability
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linear Itô-type stochastic differential equations
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multiplicative noise
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equidistant discretization methods
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Runge-Kutta methods
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