Stability analysis of explicit and semi-implicit derivative-free methods for stochastic differential equations
This paper is devoted to investigate the mean-square stability of explicit and semi-implicit derivative-free methods to a class of stochastic differential equations (SDEs). The mean-square stability functions and regions of explicit and semi-implicit numerical approximation schemes are obtained for...
| Váldodahkkit: | , |
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| Materiálatiipa: | Artihkal |
| Giella: | English |
| Almmustuhtton: |
UTM Press
2016
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| Fáttát: | |
| Liŋkkat: | http://umpir.ump.edu.my/id/eprint/20731/1/Stability%20analysis%20of%20explicit%20and%20semi-implicit%20derivative-free.pdf |