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An explicit split-step truncated Milstein method for stochastic differential equations.

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Title: An explicit split-step truncated Milstein method for stochastic differential equations.
Authors: Haghighi, Amir1 a.haghighi@razi.ac.ir
Source: Computational Methods for Differential Equations. Jul2023, Vol. 11 Issue 4, p676-695. 20p.
Database: Mathematics Source
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        Value: 10.22034/cmde.2022.51249.2132
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        Text: English
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              Text: Jul2023
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