STRONG CONVERGENCE IN Lp OF MILSTEIN METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS (Q5035397): Difference between revisions

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Latest revision as of 09:04, 30 July 2024

scientific article; zbMATH DE number 7477775
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English
STRONG CONVERGENCE IN Lp OF MILSTEIN METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS
scientific article; zbMATH DE number 7477775

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    STRONG CONVERGENCE IN Lp OF MILSTEIN METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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    21 February 2022
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    stochastic differential equations
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    Milstein method
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    strong convergence
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    convergence in \(L^p\)
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