Convergence Analysis of Parareal Algorithm Based on Milstein Scheme for Stochastic Differential Equations

DOI10.4208/JCM.1901-M2018-0085zbMATH Open1463.65007OpenAlexW3013195034MaRDI QIDQ3385666

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Publication date: 14 January 2021

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Full work available at URL: https://doi.org/10.4208/jcm.1901-m2018-0085

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