Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428): Difference between revisions
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Revision as of 04:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations |
scientific article |
Statements
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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