On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (Q2009112): Difference between revisions

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+W2963611109
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+.02695
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+Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes
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+Q4369402
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+A note on tamed Euler approximations
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+Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
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