On stability for numerical approximations of stochastic ordinary differential equations

R. Horváth Bokor, University of Veszprém, Veszprém, Hungary

E. J. Qualitative Theory of Diff. Equ., Proc. 7'th Coll. Qualitative Theory of Diff. Equ., No. 15. (2004), pp. 1-9.

Abstract: Stochastic ordinary differential equations (SODE) represent physical phenomena driven by stochastic processes. Like for deterministic differential equations, various numerical schemes are proposed for SODE (see references). We will consider several concepts of stability and connection between them.

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