Two-step Milstein schemes for stochastic differential equations (Q2356076)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-step Milstein schemes for stochastic differential equations |
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Two-step Milstein schemes for stochastic differential equations (English)
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28 July 2015
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stochastic differential equations
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two-step Milstein schemes
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mean square stability
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stochastic Adams-Bashforth method
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stochastic Adams-Moulton method
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