Publication:6121376
From MaRDI portal
DOI10.22034/cmde.2022.51249.2132MaRDI QIDQ6121376
Publication date: 27 February 2024
stochastic differential equations; strong convergence rate; split-step methods; truncated Milstein method; non-globally Lipschitz conditions
65H10: Numerical computation of solutions to systems of equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations