Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems
Keywords: راه حل های عددی; Stochastic differential equations; Multi-dimensional systems; Numerical solutions; Stochastic Runge--Kutta methods; Mean-square stability analysis; Balanced stochastic Runge-Kutta methods; 60H10; 60H35; 65L06; 65L20;