"Exponential Mean-Square Stability of Numerical Solutions to Stochastic ..."

Desmond J. Higham, Xuerong Mao, Andrew M. Stuart (2003)

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DOI: 10.1112/S1461157000000462

access: open

type: Journal Article

metadata version: 2024-04-27

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Desmond J. Higham, Xuerong Mao, Andrew M. Stuart:
Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations. LMS J. Comput. Math. 6: 297-313 (2003)

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