A brief review on stability investigations of numerical methods for systems of stochastic differential equations

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DOI10.3934/nhm.2024016MaRDI QIDQ6572233

Henri Schurz

Publication date: 15 July 2024

Published in: Networks and Heterogeneous Media (Search for Journal in Brave)

zbMATH Keywords

numerical methods stochastic differential equations almost sure stability moment stability mean square stability stochastic theta methods test equations theta Milstein methods

Mathematics Subject Classification ID

Numerical analysis (65-XX)

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