Stability Analysis of Numerical Schemes for Stochastic...

SIAM Journal on Numerical Analysis 1996 / 12 Vol. 33; Iss. 6

Stability Analysis of Numerical Schemes for Stochastic Differential Equations

Yoshihiro Saito and Taketomo Mitsui
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Volume:
33
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.2307/2158468
Date:
December, 1996
File:
PDF, 1.45 MB
english, 1996
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