Linear mean-square stability analysis of weak order 2.0 semi-implicit Taylor schemes for scalar stochastic differential equations

✍ Scribed by Tocino, A.; Zeghdane, R.; Abbaoui, L.

• Book ID: 122434674
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 454 KB
• Volume: 68
• Category: Article
• ISSN: 0168-9274
• DOI: 10.1016/j.apnum.2013.01.004