{"title":"On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise","authors":"Marwan I. Abukhaled","doi":"10.1002/anac.200410005","DOIUrl":null,"url":null,"abstract":"<p>The logarithmic matrix norm with respect to <i>l</i><sub>2</sub> matrix norm will be used to investigate mean square stability for a class of second-order weak schemes when applied to 2-dimensional linear stochastic differential systems with one multiplicative noise. (© 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)</p>","PeriodicalId":100108,"journal":{"name":"Applied Numerical Analysis & Computational Mathematics","volume":"1 2","pages":"377-385"},"PeriodicalIF":0.0000,"publicationDate":"2004-12-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/anac.200410005","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Numerical Analysis & Computational Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1002/anac.200410005","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
The logarithmic matrix norm with respect to l2 matrix norm will be used to investigate mean square stability for a class of second-order weak schemes when applied to 2-dimensional linear stochastic differential systems with one multiplicative noise. (© 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)
具有一个乘性噪声的随机微分系统弱格式的稳定性
将利用对数矩阵范数相对于l2矩阵范数的对数矩阵范数来研究一类二阶弱格式在具有一个乘性噪声的二维线性随机微分系统中的均方稳定性。(©2004 WILEY-VCH Verlag GmbH &KGaA公司，Weinheim)
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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