EXPONENTIAL STABILITY OF NUMERICAL SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS—THE NECESSITY OF FULLY IMPLICIT METHODS

Liu Kai, Zhu Quanxin

Mathematica Numerica Sinica ›› 2025, Vol. 47 ›› Issue (4) : 696-713.

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中国科学院数学与系统科学研究院期刊网
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Mathematica Numerica Sinica ›› 2025, Vol. 47 ›› Issue (4) : 696-713. DOI: 10.12286/jssx.j2025-1282 CSTR: 32030.14.jssx.j2024-1282
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EXPONENTIAL STABILITY OF NUMERICAL SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS—THE NECESSITY OF FULLY IMPLICIT METHODS

  • Liu Kai1, Zhu Quanxin2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Mathematica Numerica Sinica, 2025, 47(4): 696-713 https://doi.org/10.12286/jssx.j2025-1282

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