Journal article 1063 views
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations
Desmond J. Higham,
Xuerong Mao,
Chenggui Yuan 
Numerische Mathematik, Volume: 108, Issue: 2, Pages: 295 - 325
Swansea University Author:
Chenggui Yuan
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1007/s00211-007-0113-y
Abstract
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations
| Published in: | Numerische Mathematik |
|---|---|
| ISSN: | 0029-599X 0945-3245 |
| Published: |
2007
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa23928 |
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| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
2 |
| Start Page: |
295 |
| End Page: |
325 |