Open AccessStability of superimplicit numerical methods for stochastic differential equations
Author(s) -
Norbert Hofmann,
Eckhard Platen
Publication year - 1996
Language(s) - English
Resource type - Reports
DOI - 10.1090/fic/009/06
Subject(s) - stability (learning theory) , stochastic differential equation , mathematics , numerical stability , computer science , numerical analysis , mathematical analysis , machine learning