Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments (Q6126604)
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scientific article; zbMATH DE number 7829544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments |
scientific article; zbMATH DE number 7829544 |
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Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments (English)
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9 April 2024
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stochastic differential equations with piecewise continuous arguments
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commutative noise
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Milstein method
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convergence order
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exponential stability
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