Numerical contractivity preserving implicit balanced Milstein-type schemes for SDEs with non-global Lipschitz coefficients
Stability analysis, which was investigated in this paper, is one of the main issues related to numerical analysis for stochastic dynamical systems (SDS) and has the same important significance as the convergence one. To this end, we introduced the concept of $ p $-th moment stability for the $ n $-d...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2024-01-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2024137?viewType=HTML |