On strong convergence of two numerical methods for singular initial value problems with multiplicative white noise (Q6556737)
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scientific article; zbMATH DE number 7866515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On strong convergence of two numerical methods for singular initial value problems with multiplicative white noise |
scientific article; zbMATH DE number 7866515 |
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On strong convergence of two numerical methods for singular initial value problems with multiplicative white noise (English)
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17 June 2024
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stochastic singular initial value problems
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multiplicative white noise
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Euler-Maruyama method
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Milstein method
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strong convergence
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