Analysis of some numerical schemes for stochastic differential equations (Q3071644)
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scientific article; zbMATH DE number 5846676
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| English | Analysis of some numerical schemes for stochastic differential equations |
scientific article; zbMATH DE number 5846676 |
Statements
5 February 2011
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stochastic differential equation
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Euler scheme
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Milstein scheme
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predictor-corrector method
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numerical experiments
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0.8178127408027649
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0.8083570003509521
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0.785515308380127
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0.7833589911460876
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0.7795854210853577
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