Novel Girsanov correction based Milstein schemes for analysis of nonlinear multi-dimensional stochastic dynamical systems (Q6048913)
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scientific article; zbMATH DE number 7750255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Novel Girsanov correction based Milstein schemes for analysis of nonlinear multi-dimensional stochastic dynamical systems |
scientific article; zbMATH DE number 7750255 |
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Novel Girsanov correction based Milstein schemes for analysis of nonlinear multi-dimensional stochastic dynamical systems (English)
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13 October 2023
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stochastic differential equations
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milstein mapping
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error process
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change of measure
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Girsanov filtration
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