A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Vu, Thi-Huong, Ngo, Hoang-Long, Luong, Duc-Trong, Khue, Tran Ngoc
Format:	Preprint
Published:	2024
Subjects:	Probability Numerical Analysis
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2411.01849