The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The truncated Milstein method for stochastic differential equations with commutative noise |
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The truncated Milstein method for stochastic differential equations with commutative noise (English)
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16 April 2018
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strong convergence rate
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nonlinear stochastic differential equations with commutative noise
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truncated Milstein method
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non-global Lipschitz condition
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