On Stability of Weak Schemes for Stochas
β
Marwan I. Abukhaled
π
Article
π
2004
π
John Wiley and Sons
β 188 KB
π 1 views
## Abstract The logarithmic matrix norm with respect to __l__~2~ matrix norm will be used to investigate mean square stability for a class of secondβorder weak schemes when applied to 2βdimensional linear stochastic differential systems with one multiplicative noise. (Β© 2004 WILEYβVCH Verlag GmbH &