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

  1. Tocino, A.
  2. Senosiain, M.J.
Revue:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Année de publication: 2014

Volumen: 260

Pages: 337-348

Type: Article

DOI: 10.1016/J.CAM.2013.10.002 GOOGLE SCHOLAR lock_openAccès ouvert editor
La source de données: Scopus