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Stability of numerical methods for solving stochastic differential equations

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References

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This research was supported by the Russian Foundation for Fundamental Research (Grant 93-012-44).

Translated fromSibirskiî Matematicheskiî Zhurnal, Vol. 35, No. 6, pp. 1210–1214, November–December, 1994.

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Artem'ev, S.S. Stability of numerical methods for solving stochastic differential equations. Sib Math J 35, 1070–1074 (1994). https://doi.org/10.1007/BF02104707

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  • DOI: https://doi.org/10.1007/BF02104707

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