Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1048239 |
Changed an Item |
||
| Property / author | |||
| Property / author: Hong-Jiong Tian / rank | |||
Normal rank | |||
Revision as of 05:54, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deterministic implicit two-step Milstein methods for stochastic differential equations |
scientific article |
Statements
Deterministic implicit two-step Milstein methods for stochastic differential equations (English)
0 references
12 November 2021
0 references
stochastic differential equation
0 references
deterministic implicit method
0 references
two-step Milstein method
0 references
mean-square convergence
0 references
mean-square stability
0 references
