A-Stability and Stochastic Mean-Square Stability

By Desmond John Higham. 2000

106 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/4d95ba8671e52480de3c0396e659efc19c1ab765

How researchers see this paper

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In Computational Theory and Mathematics

1. Evelyn Buckwar
2. Thorsten Sickenberger

In Finance

1. Evelyn Buckwar
2. Thorsten Sickenberger

In Mathematical Physics

1. Evelyn Buckwar
2. Thorsten Sickenberger

Citations in the corpus

• Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise (2006, unknown): “The corresponding property is called “A-stability” and it has been addressed in the stochastic context in [8], [11], [19].”
• A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (2012, methodology): “This case corresponds to the setting for the stability analysis of scalar equations found in the literature so far, see [18, 29].”