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Studying mean-square stability of numerical method applied for solving models of stochastic differential equations
Published 2019-11-01“…The mean-square stability was studied by applying the proposed technique with the Wiener process on a test stochastic differential equation. The study shows that the proposed method is mean-square stability, strongly convergent from order third and locates large stability regions of method at the real plane. …”
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Studying mean-square stability of numerical method applied for solving models of stochastic differential equations
Published 2019-11-01“…The mean-square stability was studied by applying the proposed technique with the Wiener process on a test stochastic differential equation. The study shows that the proposed method is mean-square stability, strongly convergent from order third and locates large stability regions of method at the real plane. …”
Get full text
Article