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Almost sure stability of the Euler–Maruyama method with...

Numerical Algorithms 2017 / 2 Vol. 74; Iss. 2

Almost sure stability of the Euler–Maruyama method with random variable stepsize for stochastic differential equations

Liu, Wei, Mao, Xuerong
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Volume:
74
Language:
english
Journal:
Numerical Algorithms
DOI:
10.1007/s11075-016-0162-3
Date:
February, 2017
File:
PDF, 507 KB
english, 2017
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