Asymptotic error for the Milstein scheme for SDEs with stochastic evaluation times (Q5018013)
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scientific article; zbMATH DE number 7449324
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic error for the Milstein scheme for SDEs with stochastic evaluation times |
scientific article; zbMATH DE number 7449324 |
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Asymptotic error for the Milstein scheme for SDEs with stochastic evaluation times (English)
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17 December 2021
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Milstein scheme
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stochastic differential equations
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stably convergence
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