ESAIM: Mathematical Modelling and Numerical Analysis (ESAIM: M2AN)

Numerical stability revisited: A family of Benchmark problems for the analysis of explicit stochastic differential equation integrators

Thomas Hudson, Sarah Helfert and Xingjie Helen Li

ESAIM: M2AN, 60 4 (2026) 1741-1768

Published online: 03 August 2026

DOI: 10.1051/m2an/2026044

Thomas Hudson

Sarah Helfert

Xingjie Helen Li

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