Convergence of the Heun method for solving stochastic differential equations (Q2918085)
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scientific article; zbMATH DE number 6091758
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the Heun method for solving stochastic differential equations |
scientific article; zbMATH DE number 6091758 |
Statements
5 October 2012
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Itó-type stochastic differential equation
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Heun method
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order of local convergence
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order of strong convergence
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Convergence of the Heun method for solving stochastic differential equations (English)
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