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

Saved in:
Bibliographic Details
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
Description
ISSN:23453982
DOI:10.22034/cmde.2022.51249.2132