Convergence Analysis of Parareal Algorithm Based on Milstein Scheme for Stochastic Differential Equations
type: Item
instance of: scholarly article
title: Convergence Analysis of Parareal Algorithm Based on Milstein Scheme for Stochastic Differential Equations
zbMATH Open document ID: 1463.65007
published in: Journal of Computational Mathematics
publication date: 2021-01-14T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 7295203
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: parareal algorithm
zbMATH Keywords: convergence
zbMATH Keywords: stochastic Taylor expansion
zbMATH Keywords: Milstein scheme
MaRDI profile type: Publication
full work available at URL: jcm.1901-m2018-0085
OpenAlex ID: W3013195034
DOI: 10.4208/JCM.1901-M2018-0085
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description: scientific article