Convergence of the Heun method for solving stochastic differential equations (Q2918085)
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scientific article; zbMATH DE number 6091758
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| English | Convergence of the Heun method for solving stochastic differential equations |
scientific article; zbMATH DE number 6091758 |
Statements
5 October 2012
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Itó-type stochastic differential equation
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Heun method
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order of local convergence
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order of strong convergence
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Convergence of the Heun method for solving stochastic differential equations (English)
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0.909308910369873
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0.8670812249183655
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0.8291578888893127
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0.8252661824226379
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0.799110472202301
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