\(A\)-stability and stochastic mean-square stability
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Publication:1577729
DOI10.1023/A:1022355410570zbMath0961.65003OpenAlexW4239868095MaRDI QIDQ1577729
Publication date: 27 August 2000
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1022355410570
stochastic differential equationunconditional stability\(A\)-stabilitymean-square stability\(A\)-stable methods
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30)
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