Crossmark

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

Crossref DOI link: https://doi.org/10.1007/s10915-016-0290-x

Published Online: 2016-09-19

Published Print: 2017-03

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Beyn, Wolf-Jürgen

Isaak, Elena

Kruse, Raphael https://orcid.org/0000-0002-8341-5097
Funding

Funding for this research was provided by:

German Research Foundation (CRC 701)

German Research Foundation (CRC 701)

Einstein Center for Mathematics (Matheon A25)
License Information

License valid from 2016-09-19