Stability theory for numerical methods for stochastic differential equations

Activity: Talk or presentation › Invited talk › unknown

Description

This course is concerned with the following topics: Linear stability theory, mean-square stability, almost sure stability, nonlinear stability results
Period02 Sept 2013
Event titleSummer School Numerical Methods for Stochastic Differential Equations
Event typeConference
LocationAustriaShow on map

Fields of science

  • 101002 Analysis
  • 101024 Probability theory
  • 101019 Stochastics
  • 101014 Numerical mathematics

JKU Focus areas

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

Documents & Links