A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems
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Publication:421807
DOI10.1016/j.apnum.2012.03.002zbMath1245.65006OpenAlexW2094680618MaRDI QIDQ421807
Thorsten Sickenberger, Evelyn Buckwar
Publication date: 14 May 2012
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2012.03.002
linear stability analysissystems of stochastic differential equations\(\theta\)-Maruyama method\(\theta\)-Milstein methodasymptotic mean-square stability
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Uses Software
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