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. |
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| 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 |
| ISSN: | 23453982 |
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| DOI: | 10.22034/cmde.2022.51249.2132 |