An extended Milstein scheme for effective weak approximation of diffusions

DOI10.1007/978-981-95-0652-1_2MaRDI QIDQ7299211zbMATH OpenFDO

Authors Yuga Iguchi, Toshihiro Yamada

Publication date 17 July 2026

Full work available at URL https://doi.org/10.1007/978-981-95-0652-1_2

Mathematics Subject Classification ID

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