Total variation bound for Milstein scheme without iterated integrals (Q6073726)
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scientific article; zbMATH DE number 7739195
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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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