Convergence of a split-step Milstein method for linear stochastic delay differential equations (Q2858570)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Convergence of a split-step Milstein method for linear stochastic delay differential equations |
scientific article; zbMATH DE number 6229742
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of a split-step Milstein method for linear stochastic delay differential equations |
scientific article; zbMATH DE number 6229742 |
Statements
19 November 2013
0 references
stochastic delay differential equation
0 references
Milstein scheme
0 references
split-step
0 references
strong convergence
0 references
numerical experiments
0 references
Convergence of a split-step Milstein method for linear stochastic delay differential equations (English)
0 references
