The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method
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Publication:1667600
DOI10.1155/2018/3805042zbMath1470.65006OpenAlexW2801824720WikidataQ129849307 ScholiaQ129849307MaRDI QIDQ1667600
Publication date: 30 August 2018
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2018/3805042
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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