On the L^2-consistent estimators for geometric Brownian motion via stabilized explicit-implicit Milstein schemes: theoretical analysis and experimental validation

DOI10.1016/J.CNSNS.2026.110447MaRDI QIDQ7306148zbMATH OpenFDO

Authors Majda El Allali, Toufik Chaayra, Mohammed Khellouf, Zakaria El Allali

Publication date 30 July 2026

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CNSNS.2026.110447

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Statistics (62-XX)

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