Balanced Milstein Methods for Ordinary SDEs (Q5487895): Difference between revisions

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Latest revision as of 19:13, 24 June 2024

scientific article; zbMATH DE number 5053280
Language Label Description Also known as
English
Balanced Milstein Methods for Ordinary SDEs
scientific article; zbMATH DE number 5053280

    Statements

    Balanced Milstein Methods for Ordinary SDEs (English)
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    13 September 2006
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    Euler scheme
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    Milstein scheme
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    balanced implicit methods
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    numerical examples
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    invariance-preserving
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    convergence
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    consistency
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    stability
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    pathwise positivity
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    Cox-Ingersoll-Ross model
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    stochastic differential equations (SDEs)
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