Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in.

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Bibliographic Details
Title: Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in.
Authors: Schurz, Henri1
Source: Random Operators & Stochastic Equations. Jun2011, Vol. 19 Issue 2, p111-129. 19p.
Database: Mathematics Source
Description
ISSN:09266364
DOI:10.1515/ROSE.2011.007