STRONG CONVERGENCE IN Lp OF MILSTEIN METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS (Q5035397): Difference between revisions
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scientific article; zbMATH DE number 7477775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STRONG CONVERGENCE IN Lp OF MILSTEIN METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS |
scientific article; zbMATH DE number 7477775 |
Statements
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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