Two-step Milstein schemes for stochastic differential equations (Q2356076)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6466729
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Two-step Milstein schemes for stochastic differential equations |
scientific article; zbMATH DE number 6466729 |
Statements
Two-step Milstein schemes for stochastic differential equations (English)
0 references
28 July 2015
0 references
stochastic differential equations
0 references
two-step Milstein schemes
0 references
mean square stability
0 references
stochastic Adams-Bashforth method
0 references
stochastic Adams-Moulton method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8860214352607727
0 references
0.8645166158676147
0 references
0.8607373237609863
0 references
