Semi-implicit Milstein approximation scheme for non-colliding particle systems
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Publication:6305891
DOI10.1007/S10092-019-0319-2arXiv1808.09181MaRDI QIDQ6305891
Hoang-Long Ngo, Duc-Trong Luong
Publication date: 28 August 2018
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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