✦ LIBER ✦
On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise
✍ Scribed by Marwan I. Abukhaled
- Publisher
- John Wiley and Sons
- Year
- 2004
- Weight
- 188 KB
- Volume
- 1
- Category
- Article
- ISSN
- 1611-8170
No coin nor oath required. For personal study only.
✦ Synopsis
Abstract
The logarithmic matrix norm with respect to l~2~ matrix norm will be used to investigate mean square stability for a class of second‐order weak schemes when applied to 2‐dimensional linear stochastic differential systems with one multiplicative noise. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)