Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations

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. [doi]

Authors

Desmond J. Higham

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Xuerong Mao

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Andrew M. Stuart

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