Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations

  1. Tocino, A.
  2. Senosiain, M.J.
Revista:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Ano de publicación: 2014

Volume: 260

Páxinas: 337-348

Tipo: Artigo

DOI: 10.1016/J.CAM.2013.10.002 GOOGLE SCHOLAR lock_openAcceso aberto editor