The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus (Q5388155): Difference between revisions
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Revision as of 20:41, 12 February 2024
scientific article; zbMATH DE number 6025225
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus |
scientific article; zbMATH DE number 6025225 |
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The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus (English)
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18 April 2012
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Milstein method
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stochastic delay differential equation
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strong convergence
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Taylor expansion
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