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Q4920594 - MaRDI portal

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scientific article; zbMATH DE number 6164564
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English
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scientific article; zbMATH DE number 6164564

    Statements

    author
    Samar Singh
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    publication date
    21 May 2013
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    zbMATH Keywords
    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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    numerical experiment
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    split-step forward Milstein method
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    Identifiers

    Mathematics Subject Classification ID
    65C30
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    60H10
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    60H35
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    34F05
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    65L05
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    65L20
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    zbMATH DE Number
    6164564
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