A strong order <b>3</b>/<b>4</b> method for SDEs with discontinuous drift coefficient (Q5024877)
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scientific article; zbMATH DE number 7465497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A strong order <b>3</b>/<b>4</b> method for SDEs with discontinuous drift coefficient |
scientific article; zbMATH DE number 7465497 |
Statements
A strong order <b>3</b>/<b>4</b> method for SDEs with discontinuous drift coefficient (English)
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27 January 2022
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stochastic differential equations
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discontinuous drift coefficient
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strong approximation
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Milstein scheme
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