On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients (Q1633628)
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scientific article; zbMATH DE number 6996237
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| English | On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients |
scientific article; zbMATH DE number 6996237 |
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On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients (English)
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20 December 2018
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high-order schemes
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superlinear coefficients
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Wagner-Platen expansion
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rate of convergence
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0.89684665
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0.8747932
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0.8563907
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0.85531366
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0.85502696
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0.84919655
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0.8485588
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0.8478563
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