On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (Q2009112)
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scientific article; zbMATH DE number 7137086
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| English | On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients |
scientific article; zbMATH DE number 7137086 |
Statements
On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (English)
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27 November 2019
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explicit Milstein-type scheme
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super-linear coefficients
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rate of convergence
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0.9124029
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0.8852417
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0.88271767
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0.8786362
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0.87645143
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0.8747932
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0.8716525
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0.8700031
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