The truncated Milstein method for stochastic differential equations with commutative noise

标题
The truncated Milstein method for stochastic differential equations with commutative noise
作者
关键词
-
出版物
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
Volume 338, Issue -, Pages 298-310
出版商
Elsevier BV
发表日期
2018-03-02
DOI
10.1016/j.cam.2018.01.014

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