Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428): Difference between revisions

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Property / DOI: 10.1016/j.cam.2017.12.025 / rank
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Latest revision as of 04:28, 11 December 2024

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Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations
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    Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (English)
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    14 February 2018
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    strong convergence rate
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    exponential mean-square stability
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    stochastic theta-Milstein scheme
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    split-step theta-Milstein scheme
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