Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations

DOI10.1007/s10543-006-0060-5zbMath1121.60071OpenAlexW2096710166MaRDI QIDQ2502322

Rózsa Horváth-Bokor, Evelyn Buckwar, Renate Winkler

Publication date: 12 September 2006

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-006-0060-5

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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