Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526)
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English | Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs |
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Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (English)
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22 November 2019
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stochastic differential equations (SDEs)
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stability in mean square
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contractivity in mean square
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drift-implicit Milstein scheme
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double-implicit Milstein scheme
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