Five-stage Milstein methods for SDEs

International Journal of Computer Mathematics

Volumn 89, Issue 6, 2012, Pages 760-779

  Singh, Samar ^a   Raha, Soumyendu ^a  

^a INDIAN INSTITUTE OF SCIENCE   (India)

Author keywords

explicit method; mean convergence; mean square convergence; stability; stochastic differential equation

Indexed keywords

EID: 84859197059     PISSN: 00207160     EISSN: 10290265     Source Type: Journal    
DOI: 10.1080/00207160.2012.657629     Document Type: Article

References (12)

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