Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes

Electronic Transactions on Numerical Analysis

Henri Schurz¹ 

关键词: stochastic-numerical approximation;    stochastic stability;    ordinary stochastic differential equations;    numerical methods;    drift-implicit Euler methods;    balanced implicit methods;    Lyapunov-type functions;    numerical weak $V$-stability;    stability of moments;    a.s. stability;    asymptotic stability;   

DOI  :  

学科分类：数学（综合）

来源: Kent State University * Institute of Computational Mathematics

【 授权许可】

Unknown