Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes
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Publication:2356605
DOI10.1007/s10915-016-0290-xzbMath1397.65013arXiv1512.06905OpenAlexW2139679875MaRDI QIDQ2356605
Elena Isaak, Raphael Kruse, Wolf-Jürgen Beyn
Publication date: 6 June 2017
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.06905
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Uses Software
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