Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation (Q1785531)
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scientific article; zbMATH DE number 6945619
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| English | Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation |
scientific article; zbMATH DE number 6945619 |
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Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation (English)
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1 October 2018
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stochastic differential equations
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Wong-Zakai approximation
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implicit Milstein method
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convergence
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