A notion of stability for a special type of test equations is proposed. These are stochastic differential equations with multiplicative noise for which there is a connection between the parameters in the drift and diffusion coefficient. By means of the Euler scheme and two different implicit Euler schemes a method to find the regions of stability is also examined
This paper concerns to the stability analysis of explicit and implicit stochastic Runge-Kutta method...
The aim of this talk is the analysis of various stability issues for numerical methods designed to s...
The stochastic trapezoidal rule provides the only discretization scheme from the family of implicit ...
A notion of stability for a special type of test equations is proposed. These are stochastic differe...
The paper considers numerical stability and convergence of weak schemes solving stochastic different...
As an extent of asymptotically absolute stability of numerical methods in deterministic situation, i...
This paper considers numerical stability and convergence of weak schemes solving stochastic differen...
AbstractThis paper considers numerical stability and convergence of weak schemes solving stochastic ...
Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by t...
Several results concerning asymptotical mean square stability of an equilibrium point (here the null...
This paper is devoted to investigate the mean-square stability of explicit and semi-implicit derivat...
AbstractStochastic differential equations (SDEs) arise from physical systems where the parameters de...
[EN] Predictor–corrector schemes are designed to be a compromise to retain the stability properties ...
Beyn W-J, Isaak E, Kruse R. Stochastic C-Stability and B-Consistency of Explicit and Implicit Euler-...
Some results concerning the stability and stabilisation of stochastic linear partial differential eq...
This paper concerns to the stability analysis of explicit and implicit stochastic Runge-Kutta method...
The aim of this talk is the analysis of various stability issues for numerical methods designed to s...
The stochastic trapezoidal rule provides the only discretization scheme from the family of implicit ...
A notion of stability for a special type of test equations is proposed. These are stochastic differe...
The paper considers numerical stability and convergence of weak schemes solving stochastic different...
As an extent of asymptotically absolute stability of numerical methods in deterministic situation, i...
This paper considers numerical stability and convergence of weak schemes solving stochastic differen...
AbstractThis paper considers numerical stability and convergence of weak schemes solving stochastic ...
Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by t...
Several results concerning asymptotical mean square stability of an equilibrium point (here the null...
This paper is devoted to investigate the mean-square stability of explicit and semi-implicit derivat...
AbstractStochastic differential equations (SDEs) arise from physical systems where the parameters de...
[EN] Predictor–corrector schemes are designed to be a compromise to retain the stability properties ...
Beyn W-J, Isaak E, Kruse R. Stochastic C-Stability and B-Consistency of Explicit and Implicit Euler-...
Some results concerning the stability and stabilisation of stochastic linear partial differential eq...
This paper concerns to the stability analysis of explicit and implicit stochastic Runge-Kutta method...
The aim of this talk is the analysis of various stability issues for numerical methods designed to s...
The stochastic trapezoidal rule provides the only discretization scheme from the family of implicit ...