Weak Milstein scheme without commutativity condition and its error bound (Q1635492)
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scientific article; zbMATH DE number 6881603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Milstein scheme without commutativity condition and its error bound |
scientific article; zbMATH DE number 6881603 |
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Weak Milstein scheme without commutativity condition and its error bound (English)
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6 June 2018
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Milstein scheme
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stochastic differential equations
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weak approximation
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