scientific article; zbMATH DE number 1225870
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Publication:4220267
zbMath0908.60049MaRDI QIDQ4220267
Publication date: 22 November 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical solutionmean-square stabilitysystem of stochastic differential equationstwo-stage Rosenbrock's methods
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical investigation of stability of solutions to ordinary differential equations (65L07)
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Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise ⋮ Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations ⋮ Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations
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