Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: Convergence and its rate
- Award ID(s):
- 1710827
- PAR ID:
- 10163594
- Date Published:
- Journal Name:
- Journal of Computational and Applied Mathematics
- Volume:
- 374
- Issue:
- C
- ISSN:
- 0377-0427
- Page Range / eLocation ID:
- 112771
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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