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Publication:3632187
zbMath1171.65307MaRDI QIDQ3632187
Yoshihiro Saito, Taketomo Mitsui
Publication date: 23 June 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stabilityconvergencenumerical examplesstochastic differential equationsone-dimensional casesingle-step schemes
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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Mean-square stability analysis of numerical schemes for stochastic differential systems ⋮ Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients ⋮ Asymptotic moment boundedness of the numerical solutions of stochastic differential equations ⋮ Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations ⋮ Two-step Milstein schemes for stochastic differential equations
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