Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations |
scientific article |
Statements
Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (English)
0 references
13 December 2019
0 references
stochastic differential equation
0 references
strong convergence
0 references
two-step Euler Maruyama method
0 references
two-step Milstein method
0 references
global monotonicity condition
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references