Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Truncated Milstein method for non-autonomous stochastic differential equations and its modification |
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Truncated Milstein method for non-autonomous stochastic differential equations and its modification (English)
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28 October 2021
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non-autonomous stochastic differential equations
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truncated Milstein method
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randomized step-size
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super-linear state variable
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Hölder continuous time variable
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