An Improved Milstein Method for the Numerical Solution of Multidimensional Stochastic Differential Equations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Banerjee, Paromita, Mondal, Anirban
Format:	Preprint
Published:	2026
Subjects:	Statistics Theory Numerical Analysis Probability Other Statistics 65C30, 34K50
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2602.13565