Aspects of stability investigations for numerical methods for SDEs

Activity: Talk or presentation › Invited talk › unknown

Description

Asymptotic stability investigations are an important issue in establishing qualitative properties of numerical methods for differential equations, deterministic and stochastic. In this talk we review several approaches for establishing asymptotic stability properties for numerical methods for SDEs
Period12 Sept 2013
Event titleDirichlet Forms and Applications -- German-Japanese Meeting on Stochastic Analysis
Event typeConference
LocationGermanyShow on map

Fields of science

  • 101002 Analysis
  • 101024 Probability theory
  • 107 Other Natural Sciences
  • 211 Other Technical Sciences
  • 101019 Stochastics
  • 101029 Mathematical statistics
  • 101015 Operations research
  • 101026 Time series analysis
  • 101014 Numerical mathematics

JKU Focus areas

  • Computation in Informatics and Mathematics
  • Engineering and Natural Sciences (in general)

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