A generalization of Mil’shtein’s theorem for stochastic differential equations

DOI10.1090/S0094-9000-09-00772-8zbMath1224.60148MaRDI QIDQ5391388

Georgiy M. Shevchenko

Publication date: 6 April 2011

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationtime discretizationsemilinear stochastic evolution equationEuler type approximationMil'shtein theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) One-parameter semigroups and linear evolution equations (47D06) Equations and inequalities involving linear operators, with vector unknowns (47A50) Linear differential equations in abstract spaces (34G10)

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