A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients (Q2321068)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients |
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A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients (English)
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28 August 2019
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Milstein method
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stochastic differential equations
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strong convergence
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Monte Carlo methods
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randomized quadrature rules
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