Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate |
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Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (English)
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23 March 2020
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explicit scheme
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Milstein method
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polynomial growth
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convergence rate
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