Total variation bound for Milstein scheme without iterated integrals

From MaRDI portal
Publication:6073726

DOI10.1515/mcma-2023-2007zbMath1525.60079OpenAlexW4378221575MaRDI QIDQ6073726

Toshihiro Yamada

Publication date: 18 September 2023

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2023-2007






Cites Work


This page was built for publication: Total variation bound for Milstein scheme without iterated integrals