Stochastic C-Stability and B-Consistency of Explicit and Implicit Milstein-Type Schemes

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Stochastic C-Stability and B-Consistency of Explicit and Implicit Milstein-Type Schemes

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ژورنال

عنوان ژورنال: Journal of Scientific Computing

سال: 2016

ISSN: 0885-7474,1573-7691

DOI: 10.1007/s10915-016-0290-x