An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (Q6578280)
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scientific article; zbMATH DE number 7886682
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| English | An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients |
scientific article; zbMATH DE number 7886682 |
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An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (English)
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25 July 2024
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stochastic ordinary differential equations
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locally Lipschitz coefficients
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exponential split-step double balanced \(\vartheta\) Milstein scheme
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exponential mean square stability
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mean square contraction
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0.8427122831344604
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0.8116700649261475
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0.8086597323417664
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0.8007570505142212
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0.7958521842956543
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