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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Vu, Thi-Huong, Ngo, Hoang-Long, Luong, Duc-Trong, Khue, Tran Ngoc
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Probability Numerical Analysis
Accesso online:	Acceder al recurso
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