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

Angel TocinoM. J. Senosiain
Published in: J. Comput. Appl. Math. (2014)
Keyphrases
  • stochastic differential equations
  • sufficient conditions
  • asymptotically optimal
  • brownian motion
  • multiscale
  • optimal solution
  • probability distribution
  • graphical models