Convergence Analysis of Parareal Algorithm Based on Milstein Scheme for Stochastic Differential Equations (Q3385666)
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scientific article; zbMATH DE number 7295203
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| English | Convergence Analysis of Parareal Algorithm Based on Milstein Scheme for Stochastic Differential Equations |
scientific article; zbMATH DE number 7295203 |
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Convergence Analysis of Parareal Algorithm Based on Milstein Scheme for Stochastic Differential Equations (English)
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14 January 2021
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stochastic differential equations
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parareal algorithm
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convergence
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stochastic Taylor expansion
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Milstein scheme
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0.8994998
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0.8992605
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0.89454705
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0.8943527
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0.8941883
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0.8934152
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0.8834634
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0.88344574
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0.88327754
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