A Randomized Milstein Scheme for SDEs with Superlinear Drift Coefficient

Fuente: arXiv

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Bibliographic Details
Main Author:	Biswas, Sani
Format:	Preprint
Published:	2026
Subjects:	Numerical Analysis Probability 65C30, 60H35, 65C05, 65C35
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.09437