Stability analysis of numerical schemes for Stochastic differential equations

SIAM Journal on Numerical Analysis

Volumn 33, Issue 6, 1996, Pages 2254-2267

  Saito, Yoshihiro ^a   Mitsui, Taketomo ^b  

^a Shotoku Gakuen Women's Jr College   (Japan)

^b NAGOYA UNIVERSITY   (Japan)

Author keywords

Numerical schemes; Numerical stability; Stochastic differential equations

Indexed keywords

EID: 0000007761     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036142992228409     Document Type: Article

References (24)

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