Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530)
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scientific article; zbMATH DE number 7425321
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| English | Deterministic implicit two-step Milstein methods for stochastic differential equations |
scientific article; zbMATH DE number 7425321 |
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Deterministic implicit two-step Milstein methods for stochastic differential equations (English)
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12 November 2021
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stochastic differential equation
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deterministic implicit method
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two-step Milstein method
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mean-square convergence
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mean-square stability
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0.9630494
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0.9611064
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0.9568592
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0.93200123
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0.92983997
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0.9283663
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0.91722274
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