J4 ›› 2012, Vol. 50 ›› Issue (01): 67-68.
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ZHANG Yuxin1,2
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Moment exponentical and moment asymptotic stabilities of RungeKutta method with strong order 15 for stochastic differential equations was studied. We have proved that for scalar linear test equations, these stabilities of RungeKutta method are equivalent and we gave the conditions for these stabilities existing.
Key words: RungeKutta method, moment exponential stability, moment asymptotical stability
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ZHANG Yuxin. Moment Exponential and Moment Asymptotic Stabilities ofRunge-Kutta Methods for Stochastic Differential Equations[J].J4, 2012, 50(01): 67-68.
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http://xuebao.jlu.edu.cn/lxb/EN/Y2012/V50/I01/67
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