| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4976167 | Journal of the Franklin Institute | 2011 | 13 Pages |
Abstract
Under the infinite logarithmic matrix norm, a criterion for mean square stability of second-order weak numerical methods for multi-dimensional stochastic differential systems is established. Numerical examples are demonstrated to support the theoretical results.
Related Topics
Physical Sciences and Engineering
Computer Science
Signal Processing
Authors
Marwan I. Abukhaled,