Five-stage Milstein methods for SDEs (Q4903573)
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scientific article; zbMATH DE number 6127909
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| English | Five-stage Milstein methods for SDEs |
scientific article; zbMATH DE number 6127909 |
Statements
Five-stage Milstein methods for SDEs (English)
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22 January 2013
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stochastic differential equation
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explicit method
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mean convergence
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mean-square convergence
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stability
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0.9103522
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0.89569265
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0.8852449
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0.8851528
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0.88131464
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0.87858796
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0.87808454
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