Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
Higham, Desmond J., Mao, Xuerong, Stuart, Andrew M.Volume:
6
Language:
english
Journal:
LMS Journal of Computation and Mathematics
DOI:
10.1112/s1461157000000462
Date:
January, 2003
File:
PDF, 231 KB
english, 2003