The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q4916362)
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scientific article; zbMATH DE number 6156428
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| English | The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients |
scientific article; zbMATH DE number 6156428 |
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The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (English)
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22 April 2013
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tamed Milstein method
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superlinearly growing coefficient
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one-sided Lipschitz condition
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commutative noise
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strong convergence
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0.899046778678894
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0.8580551147460938
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0.8532274961471558
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0.8381222486495972
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