scientific article

zbMath1078.65007MaRDI QIDQ3022248

Henri Schurz

Publication date: 23 June 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

weak convergencealmost sure stabilitybalanced implicit methods\(L^2\)-convergencelinear-implicit methods\(p\)-th mean stabilityconditional mean consistencyconditional mean square consistencystochastic Kantorovich-Lax-Richtmeyer principlesystems of Itô stochastic differential equationsweak \(V\)-stability

Mathematics Subject Classification ID

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) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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