A brief review on stability investigations of numerical methods for systems of stochastic differential equations
type: Item
instance of: scholarly article
title: A brief review on stability investigations of numerical methods for systems of stochastic differential equations
author: Henri Schurz
published in: Networks and Heterogeneous Media
publication date: 2024-07-15T00:00:00Z
Mathematics Subject Classification ID: 65-XX
zbMATH DE Number: 7880890
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: numerical methods
zbMATH Keywords: almost sure stability
zbMATH Keywords: mean square stability
zbMATH Keywords: moment stability
zbMATH Keywords: test equations
zbMATH Keywords: stochastic theta methods
zbMATH Keywords: theta Milstein methods
MaRDI profile type: Publication
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DOI: 10.3934/NHM.2024016
description: scientific article; zbMATH DE number 7880890