Asymptotic Mean-Square Stability of Two-Step Methods for Stochastic Ordinary Differential Equations

By Evelyn Buckwar, Rosza Horváth-Bokor, Renate Winkler. 2006

50 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/df60638d4f5ad615e40dad33e0a6281d091c5aa5

Citations in the corpus

• Characterization of bistability for stochastic multistep methods (2010, unknown): “For stochastic ordinary differential equations this kind of stability is studied in [4, 5, 14, 15].”