Przybyłowicz, P., Schwarz, V., & Szölgyenyi, M. (2024). Randomized Milstein algorithm for approximation of solutions of jump–diffusion SDEs. Journal of computational and applied mathematics, 440, 115631. https://doi.org/10.1016/j.cam.2023.115631
Chicago-Zitierstil (17. Ausg.)Przybyłowicz, Paweł, Verena Schwarz, und Michaela Szölgyenyi. "Randomized Milstein Algorithm for Approximation of Solutions of Jump–diffusion SDEs." Journal of Computational and Applied Mathematics 440 (2024): 115631. https://doi.org/10.1016/j.cam.2023.115631.
MLA-Zitierstil (9. Ausg.)Przybyłowicz, Paweł, et al. "Randomized Milstein Algorithm for Approximation of Solutions of Jump–diffusion SDEs." Journal of Computational and Applied Mathematics, vol. 440, 2024, p. 115631, https://doi.org/10.1016/j.cam.2023.115631.