An improved Milstein method for stiff stochastic differential equations (Q1795526)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An improved Milstein method for stiff stochastic differential equations |
scientific article; zbMATH DE number 6955831
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An improved Milstein method for stiff stochastic differential equations |
scientific article; zbMATH DE number 6955831 |
Statements
An improved Milstein method for stiff stochastic differential equations (English)
0 references
16 October 2018
0 references
stochastic differential equations
0 references
stiffness
0 references
improved Milstein method
0 references
strong convergence
0 references
mean-square stability
0 references
0 references
0 references
0 references
0 references
0.8492640852928162
0 references
0.8455349802970886
0 references
0.845005214214325
0 references
0.8246941566467285
0 references
