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"Stability of the drift-implicit and double-implicit Milstein schemes for ..."

Jinran Yao, Siqing Gan (2018)

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DOI: 10.1016/J.AMC.2018.07.026

access: closed

type: Journal Article

metadata version: 2025-01-19

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Jinran Yao, Siqing Gan:
Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs. Appl. Math. Comput. 339: 294-301 (2018)

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