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SIAM Journal on Numerical Analysis, Vol. 40, No. 3 (2003), pp. 1041-1063 (23 pages) Traditional finite-time convergence theory for numerical methods applied to stochastic differential equations (SDEs) ...
Relatively little is known about the ability of numerical methods for stochastic differential equations (SDEs) to reproduce almost sure and small-moment stability. Here, we focus on these stability ...
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