Linear mean-square stability analysis of weak order 2.0 semi-implicit Taylor schemes for scalar stochastic differential equations
- Tocino, A.
- Zeghdane, R.
- Abbaoui, L.
Aldizkaria:
Applied Numerical Mathematics
ISSN: 0168-9274
Argitalpen urtea: 2013
Alea: 68
Orrialdeak: 19-30
Mota: Artikulua