Journal article 974 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
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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: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa23928 |
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2018-02-09T05:03:12Z |
| id |
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2017-12-14T12:52:43.7858848 v2 23928 2015-10-24 Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2015-10-24 SMA Journal Article Numerische Mathematik 108 2 295 325 0029-599X 0945-3245 26 9 2007 2007-09-26 10.1007/s00211-007-0113-y COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2017-12-14T12:52:43.7858848 2015-10-24T17:03:10.8498458 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Desmond J. Higham 1 Xuerong Mao 2 Chenggui Yuan 0000-0003-0486-5450 3 |
| title |
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations |
| spellingShingle |
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations Chenggui Yuan |
| title_short |
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations |
| title_full |
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations |
| title_fullStr |
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations |
| title_full_unstemmed |
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations |
| title_sort |
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations |
| author_id_str_mv |
22b571d1cba717a58e526805bd9abea0 |
| author_id_fullname_str_mv |
22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan |
| author |
Chenggui Yuan |
| author2 |
Desmond J. Higham Xuerong Mao Chenggui Yuan |
| format |
Journal article |
| container_title |
Numerische Mathematik |
| container_volume |
108 |
| container_issue |
2 |
| container_start_page |
295 |
| publishDate |
2007 |
| institution |
Swansea University |
| issn |
0029-599X 0945-3245 |
| doi_str_mv |
10.1007/s00211-007-0113-y |
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Faculty of Science and Engineering |
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|
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facultyofscienceandengineering |
| hierarchy_top_title |
Faculty of Science and Engineering |
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facultyofscienceandengineering |
| hierarchy_parent_title |
Faculty of Science and Engineering |
| department_str |
School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics |
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0 |
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| published_date |
2007-09-26T03:28:19Z |
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1763751073249492992 |
| score |
11.016235 |