Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes.

Schurz, Henri. "Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes.." ETNA. Electronic Transactions on Numerical Analysis [electronic only] 20 (2005): 27-49. <http://eudml.org/doc/125564>.

@article{Schurz2005,
author = {Schurz, Henri},
journal = {ETNA. Electronic Transactions on Numerical Analysis [electronic only]},
keywords = {balanced implicit method},
language = {eng},
pages = {27-49},
publisher = {Kent State University, Department of Mathematics and Computer Science},
title = {Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes.},
url = {http://eudml.org/doc/125564},
volume = {20},
year = {2005},
}

TY - JOUR
AU - Schurz, Henri
TI - Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes.
JO - ETNA. Electronic Transactions on Numerical Analysis [electronic only]
PY - 2005
PB - Kent State University, Department of Mathematics and Computer Science
VL - 20
SP - 27
EP - 49
LA - eng
KW - balanced implicit method
UR - http://eudml.org/doc/125564
ER -