Pages that link to "Item:Q5204540"
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The following pages link to THE IMPLEMENTATION OF MILSTEIN SCHEME IN TWO-DIMENSIONAL SDES USING NON-DEGENERACY FOR THE DIFFUSION TERM (Q5204540):
Displaying 3 items.
- The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method (Q1667600) (← links)
- The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms (Q2194701) (← links)
- An implementation of Milstein's method for general bounded diffusions (Q2311990) (← links)