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The Milstein scheme for stochastic delay differential equations without using anticipative calculus
The Milstein scheme is the simplest nontrivial numerical scheme for
stochastic differential equations with a strong order of convergence one.
The scheme has been extended to the stochastic delay differential...
stochastic differential equations with a strong order of convergence one.
The scheme has been extended to the stochastic delay differential...
The Milstein scheme for stochastic delay differential equations without using anticipative calculus
The Milstein scheme is the simplest nontrivial numerical scheme for
stochastic differential equations with a strong order of convergence one.
The scheme has been extended to the stochastic delay differential...
stochastic differential equations with a strong order of convergence one.
The scheme has been extended to the stochastic delay differential...