{"title":"具有一个乘性噪声的随机微分系统弱格式的稳定性","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":"{\"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}","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}
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