"Explicit Milstein schemes with truncation for nonlinear stochastic ..."

Xiaoyue Li, George Yin (2020)

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DOI: 10.1016/J.CAM.2020.112771

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type: Journal Article

metadata version: 2021-06-01

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Xiaoyue Li, George Yin:
Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: Convergence and its rate. J. Comput. Appl. Math. 374: 112771 (2020)

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