Stability of the Semi-implicit Derivative-free Methods for Solving Non-linearity Stochastic Differential Equations

doi:10.3969/j.issn.1000-1565.2009.02.001

Journal of Hebei University (Natural Science Edition) ›› 2009, Vol. 29 ›› Issue (2): 113-115.DOI: 10.3969/j.issn.1000-1565.2009.02.001

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Stability of the Semi-implicit Derivative-free Methods for Solving Non-linearity Stochastic Differential Equations

WANG Peng-fei¹,YIN Feng²,LIN Xiao-lin³

Online:2009-03-25 Published:2009-03-25

Abstract

CLC Number:

O175

WANG Peng-fei,YIN Feng,LIN Xiao-lin. Stability of the Semi-implicit Derivative-free Methods for Solving Non-linearity Stochastic Differential Equations[J]. Journal of Hebei University (Natural Science Edition), 2009, 29(2): 113-115.

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Stability of the Semi-implicit Derivative-free Methods for Solving Non-linearity Stochastic Differential Equations

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