Total variation bound for Milstein scheme without iterated integrals (Q6073726): Difference between revisions

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Property / DOI: 10.1515/mcma-2023-2007 / rank
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Latest revision as of 18:11, 30 December 2024

scientific article; zbMATH DE number 7739195
Language Label Description Also known as
English
Total variation bound for Milstein scheme without iterated integrals
scientific article; zbMATH DE number 7739195

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    Total variation bound for Milstein scheme without iterated integrals (English)
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    18 September 2023
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    Milstein scheme
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    stochastic differential equation
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    total variation distance
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