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