Mean-Square and Asymptotic Stability of the Stochastic Theta Method
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Publication:4509707
DOI10.1137/S003614299834736XzbMath0982.60051MaRDI QIDQ4509707
Publication date: 19 October 2000
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20)
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