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"Implicit Milstein method for stochastic differential equations via the ..."

Minoo Kamrani, Nahid Jamshidi (2018)

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DOI: 10.1007/S11075-017-0440-8

access: closed

type: Journal Article

metadata version: 2020-10-26

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Minoo Kamrani, Nahid Jamshidi:
Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation. Numer. Algorithms 79(2): 357-374 (2018)

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