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"Convergence and stability of two classes of theta-Milstein schemes for ..."

Xiaofeng Zong, Fuke Wu, Guiping Xu (2018)

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DOI: 10.1016/J.CAM.2017.12.025

access: closed

type: Journal Article

metadata version: 2020-02-20

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Xiaofeng Zong, Fuke Wu, Guiping Xu:
Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations. J. Comput. Appl. Math. 336: 8-29 (2018)

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