Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations

Evelyn Buckwar, Cónall Kelly. Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations. Computers & Mathematics with Applications, 64(7):2282-2293, 2012. [doi]

@article{BuckwarK12,
  title = {Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations},
  author = {Evelyn Buckwar and Cónall Kelly},
  year = {2012},
  doi = {10.1016/j.camwa.2012.02.059},
  url = {http://dx.doi.org/10.1016/j.camwa.2012.02.059},
  researchr = {https://researchr.org/publication/BuckwarK12},
  cites = {0},
  citedby = {0},
  journal = {Computers & Mathematics with Applications},
  volume = {64},
  number = {7},
  pages = {2282-2293},
}