Total variation bound for Milstein scheme without iterated integrals (Q6073726): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1515/mcma-2023-2007 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W4378221575 / rank | |||
Normal rank |
Revision as of 10:48, 30 July 2024
scientific article; zbMATH DE number 7739195
Language | Label | Description | Also known as |
---|---|---|---|
English | Total variation bound for Milstein scheme without iterated integrals |
scientific article; zbMATH DE number 7739195 |
Statements
Total variation bound for Milstein scheme without iterated integrals (English)
0 references
18 September 2023
0 references
Milstein scheme
0 references
stochastic differential equation
0 references
total variation distance
0 references