Semi-implicit Milstein approximation scheme for non-colliding particle systems (Q2323707)
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scientific article; zbMATH DE number 7100766
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| English | Semi-implicit Milstein approximation scheme for non-colliding particle systems |
scientific article; zbMATH DE number 7100766 |
Statements
Semi-implicit Milstein approximation scheme for non-colliding particle systems (English)
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3 September 2019
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Dyson Brownian motion
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Milstein scheme
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particle system
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stochastic differential equation
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strong approximation
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0.9207855
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0.86697555
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0.8643699
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0.86346513
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0.86274004
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0.85876966
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