On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (Q2009112)

From MaRDI portal
Revision as of 17:49, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients
scientific article

    Statements

    On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (English)
    0 references
    0 references
    0 references
    0 references
    27 November 2019
    0 references
    explicit Milstein-type scheme
    0 references
    super-linear coefficients
    0 references
    rate of convergence
    0 references

    Identifiers