Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations |
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Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (English)
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13 December 2019
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stochastic differential equation
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strong convergence
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two-step Euler Maruyama method
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two-step Milstein method
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global monotonicity condition
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