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...
| Những tác giả chính: | , |
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| Định dạng: | Bài viết |
| Ngôn ngữ: | English |
| Được phát hành: |
UTM Press
2016
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| Những chủ đề: | |
| Truy cập trực tuyến: | http://umpir.ump.edu.my/id/eprint/20731/1/Stability%20analysis%20of%20explicit%20and%20semi-implicit%20derivative-free.pdf |