The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 05:31, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The truncated Milstein method for stochastic differential equations with commutative noise |
scientific article |
Statements
The truncated Milstein method for stochastic differential equations with commutative noise (English)
0 references
16 April 2018
0 references
strong convergence rate
0 references
nonlinear stochastic differential equations with commutative noise
0 references
truncated Milstein method
0 references
non-global Lipschitz condition
0 references