A generalization of Mil’shtein’s theorem for stochastic differential equations (Q5391388)
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scientific article; zbMATH DE number 5875178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalization of Mil’shtein’s theorem for stochastic differential equations |
scientific article; zbMATH DE number 5875178 |
Statements
A generalization of Mil’shtein’s theorem for stochastic differential equations (English)
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6 April 2011
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stochastic differential equation
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semilinear stochastic evolution equation
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time discretization
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Mil'shtein theorem
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Euler type approximation
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