Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes.
Schurz, Henri
ETNA. Electronic Transactions on Numerical Analysis [electronic only], Tome 20 (2005), p. 27-49 / Harvested from The Electronic Library of Mathematics
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Publié le : 2005-01-01
EUDML-ID : urn:eudml:doc:125564 
@article{02206361,
     title = {Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes.},
     journal = {ETNA. Electronic Transactions on Numerical Analysis [electronic only]},
     volume = {20},
     year = {2005},
     pages = {27-49},
     zbl = {1080.60061},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02206361}
}

Schurz, Henri. Stability of numerical methods for ordinary stochastic differential equations along Lyapunov-type and other functions with variable step sizes.. ETNA. Electronic Transactions on Numerical Analysis [electronic only], Tome 20 (2005) pp. 27-49. http://gdmltest.u-ga.fr/item/02206361/