Generalized two-step Milstein methods for stochastic differential equations (Q5030611)
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scientific article; zbMATH DE number 7475999
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized two-step Milstein methods for stochastic differential equations |
scientific article; zbMATH DE number 7475999 |
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Generalized two-step Milstein methods for stochastic differential equations (English)
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17 February 2022
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stochastic differential equation
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generalized two-step Milstein methods
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mean-square consistency
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mean-square convergence
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linear mean-square stability
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