Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530): Difference between revisions

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Latest revision as of 03:23, 27 July 2024

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Deterministic implicit two-step Milstein methods for stochastic differential equations
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    Deterministic implicit two-step Milstein methods for stochastic differential equations (English)
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    12 November 2021
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    stochastic differential equation
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    deterministic implicit method
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    two-step Milstein method
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    mean-square convergence
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    mean-square stability
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