Pages that link to "Item:Q2814785"
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The following pages link to Newton–Milstein scheme for stochastic differential equations and its fast uniform convergence (Q2814785):
Displaying 3 items.
- A family of Chaplygin-type solvers for Itô stochastic differential equations (Q2007682) (← links)
- A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients (Q2321068) (← links)
- Convergence Analysis of Parareal Algorithm Based on Milstein Scheme for Stochastic Differential Equations (Q3385666) (← links)