Double-implicit and split two-step Milstein schemes for stochastic differential equations (Q2958270)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Double-implicit and split two-step Milstein schemes for stochastic differential equations |
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Double-implicit and split two-step Milstein schemes for stochastic differential equations (English)
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1 February 2017
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double-implicit Milstein method
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split two-step Milstein method
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strong convergence
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exponential mean square stability
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