An improved Milstein method for stiff stochastic differential equations (Q1795526)
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scientific article; zbMATH DE number 6955831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved Milstein method for stiff stochastic differential equations |
scientific article; zbMATH DE number 6955831 |
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An improved Milstein method for stiff stochastic differential equations (English)
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16 October 2018
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stochastic differential equations
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stiffness
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improved Milstein method
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strong convergence
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mean-square stability
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