Total variation bound for Milstein scheme without iterated integrals (Q6073726)
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scientific article; zbMATH DE number 7739195
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Total variation bound for Milstein scheme without iterated integrals |
scientific article; zbMATH DE number 7739195 |
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Total variation bound for Milstein scheme without iterated integrals (English)
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18 September 2023
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Milstein scheme
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stochastic differential equation
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total variation distance
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0.8620044
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0.84166324
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0.83512336
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0.83433187
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0.8331252
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0.83297205
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0.8291774
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0.8285523
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