On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (Q2009112)
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| Language | Label | Description | Also known as |
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| English | On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients |
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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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