On the Boundedness of Asymptotic Stability Regions for the Stochastic Theta Method

Mean-Square and Asymptotic Stability of the Stochastic Theta Method

SIAM Journal on Numerical Analysis · 2000 · 378 citations

Engineering, Mathematics, Dynamical Systems +16

Stability Analysis of Numerical Schemes for Stochastic Differential Equations

Yoshihiro Saito, Taketomo Mitsui · SIAM Journal on Numerical Analysis · 1996 · 369 citations

Natural Sciences, Computational Engineering, Dynamical Systems +14

Stochastic Methods for Ill-Posed Problems

Kevin Burrage, Sergey Piskarev · BIT Numerical Mathematics · 2000 · 89 citations

Engineering, Computational Engineering, Computational Physics +13

A-Stability and Stochastic Mean-Square Stability

Desmond J. Higham · BIT Numerical Mathematics · 2000 · 82 citations

Engineering, Electrical Engineering, Mathematics +12