Five-stage Milstein methods for SDEs (Q4903573)
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scientific article; zbMATH DE number 6127909
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Five-stage Milstein methods for SDEs |
scientific article; zbMATH DE number 6127909 |
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Five-stage Milstein methods for SDEs (English)
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22 January 2013
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stochastic differential equation
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explicit method
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mean convergence
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mean-square convergence
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stability
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