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.
Revue:
Applied Numerical Mathematics
ISSN: 0168-9274
Année de publication: 2013
Volumen: 68
Pages: 19-30
Type: Article