Strong convergence in \(L^p\) of Milstein method for Itô stochastic differential equations (Q5035397)
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scientific article; zbMATH DE number 7477775
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| English | Strong convergence in \(L^p\) of Milstein method for Itô stochastic differential equations |
scientific article; zbMATH DE number 7477775 |
Statements
STRONG CONVERGENCE IN Lp OF MILSTEIN METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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21 February 2022
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stochastic differential equations
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Milstein method
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strong convergence
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convergence in \(L^p\)
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0.8225628733634949
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0.8077949285507202
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0.8069686889648438
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0.8053006529808044
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0.7990058660507202
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