"Strong convergence of an adaptive time-stepping Milstein method for SDEs ..."

Cónall Kelly, Gabriel J. Lord, Fandi Sun (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-06-26

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1909-00099
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1909-00099
Cónall Kelly, Gabriel J. Lord, Fandi Sun:
Strong convergence of an adaptive time-stepping Milstein method for SDEs with one-sided Lipschitz drift. CoRR abs/1909.00099 (2019)

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