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"Convergence and stability of the Milstein scheme for stochastic ..."

Yuhang Zhang et al. (2024)

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DOI: 10.1007/S11075-023-01652-4

access: closed

type: Journal Article

metadata version: 2024-04-14

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Yuhang Zhang, Minghui Song, Mingzhu Liu, Bowen Zhao:
Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments. Numer. Algorithms 96(1): 417-448 (2024)

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