Publication:6121376

DOI10.22034/cmde.2022.51249.2132MaRDI QIDQ6121376

Amir Haghighi

Publication date: 27 February 2024

zbMATH Keywords

stochastic differential equations; strong convergence rate; split-step methods; truncated Milstein method; non-globally Lipschitz conditions

Mathematics Subject Classification ID

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