Stability analysis of explicit and semi-implicit derivative-free methods for stochastic differential equations
This paper is devoted to investigate the mean-square stability of explicit and semi-implicit derivative-free methods to a class of stochastic differential equations (SDEs). The mean-square stability functions and regions of explicit and semi-implicit numerical approximation schemes are obtained for...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
UTM Press
2016
|
| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/20731/1/Stability%20analysis%20of%20explicit%20and%20semi-implicit%20derivative-free.pdf http://umpir.ump.edu.my/id/eprint/20731/ http://www.utm.my/ispc2016/ispc2016-proceedings-book/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Malaysia Pahang |
| Language: | English |