Randomized Milstein algorithm for approximation of solutions of jump–diffusion SDEs
Saved in:
| Published in: | Journal of computational and applied mathematics Vol. 440; p. 115631 |
|---|---|
| Main Authors: | , , |
| Format: | Journal Article |
| Language: | English |
| Published: |
01.04.2024
|
| ISSN: | 0377-0427 |
| Online Access: | Get full text |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!