Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation
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Publication:1785531
DOI10.1007/s11075-017-0440-8OpenAlexW2768082252MaRDI QIDQ1785531
Publication date: 1 October 2018
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-017-0440-8
Related Items (3)
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