Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deterministic implicit two-step Milstein methods for stochastic differential equations |
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Deterministic implicit two-step Milstein methods for stochastic differential equations (English)
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12 November 2021
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stochastic differential equation
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deterministic implicit method
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two-step Milstein method
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mean-square convergence
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mean-square stability
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