Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152)
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scientific article; zbMATH DE number 111905
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| English | Higher-order implicit strong numerical schemes for stochastic differential equations |
scientific article; zbMATH DE number 111905 |
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Higher-order implicit strong numerical schemes for stochastic differential equations (English)
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27 October 1993
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strong order of convergence
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implicit schemes
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0.8495775461196899
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0.8475443124771118
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0.8348791599273682
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0.8316663503646851
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0.8293195962905884
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