Pages that link to "Item:Q2154871"
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The following pages link to Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871):
Displaying 3 items.
- Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
- An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (Q6578280) (← links)
- An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence (Q6649258) (← links)
