Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578)
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scientific article; zbMATH DE number 7692055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients |
scientific article; zbMATH DE number 7692055 |
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Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (English)
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5 June 2023
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stochastic differential equations
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adaptive time-stepping
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Milstein method
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non-globally Lipschitz coefficients
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strong convergence
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