The mean-square stability of numerical methods for solving stochastic differential equations (Q4697728)
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scientific article; zbMATH DE number 749454
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mean-square stability of numerical methods for solving stochastic differential equations |
scientific article; zbMATH DE number 749454 |
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The mean-square stability of numerical methods for solving stochastic differential equations (English)
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8 May 1995
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numerical examples
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mean-square rigid system
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stochastic differential equations
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asymptotic stability
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\(A\)-stability
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\(A\)-stable methods
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