scientific article; zbMATH DE number 7809625

DOI10.22034/cmde.2022.51249.2132MaRDI QIDQ6121376

Amir Haghighi

Publication date: 27 February 2024

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationsstrong convergence ratesplit-step methodstruncated Milstein methodnon-globally Lipschitz conditions

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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