The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967)
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scientific article; zbMATH DE number 6860317
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| English | The truncated Milstein method for stochastic differential equations with commutative noise |
scientific article; zbMATH DE number 6860317 |
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The truncated Milstein method for stochastic differential equations with commutative noise (English)
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16 April 2018
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strong convergence rate
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nonlinear stochastic differential equations with commutative noise
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truncated Milstein method
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non-global Lipschitz condition
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0.8523427248001099
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0.8413472175598145
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0.8381222486495972
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0.8369453549385071
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