Newton–Milstein scheme for stochastic differential equations and its fast uniform convergence (Q2814785)
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scientific article; zbMATH DE number 6596955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Newton–Milstein scheme for stochastic differential equations and its fast uniform convergence |
scientific article; zbMATH DE number 6596955 |
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Newton–Milstein scheme for stochastic differential equations and its fast uniform convergence (English)
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23 June 2016
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stochastic differential equations
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Newton-Milstein scheme
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probabilistic second-order error estimate
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0.9211158
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0.9177281
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0.9127785
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0.91183007
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0.91020775
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0.9074948
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