Numeric and Dynamic B-Stability, Exact-Monotone and Asymptotic Two-Point Behavior of Theta Methods for Stochastic Differential Equations

Authors

Henri Schurz, Southern Illinois University, Carbondale, IL 62901, USAFollow

Recommended Citation

Schurz, Henri (2021) "Numeric and Dynamic B-Stability, Exact-Monotone and Asymptotic Two-Point Behavior of Theta Methods for Stochastic Differential Equations," Journal of Stochastic Analysis: Vol. 2: No. 2, Article 7.
DOI: 10.31390/josa.2.2.07
Available at: https://repository.lsu.edu/josa/vol2/iss2/7

DOI

10.31390/josa.2.2.07