"Two-step Milstein schemes for stochastic differential equations."

Angel Tocino, M. J. Senosiain (2015)

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DOI: 10.1007/S11075-014-9918-9

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type: Journal Article

metadata version: 2023-03-21

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Angel Tocino, M. J. Senosiain:
Two-step Milstein schemes for stochastic differential equations. Numer. Algorithms 69(3): 643-665 (2015)

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