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"Randomized Milstein algorithm for approximation of solutions of ..."

Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi (2022)

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DOI: 10.48550/ARXIV.2212.00411

access: open

type: Informal or Other Publication

metadata version: 2022-12-07

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  - journals/corr/abs-2212-00411
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  - https://dblp.org/rec/journals/corr/abs-2212-00411
Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi:
Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs. CoRR abs/2212.00411 (2022)

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