Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients
Crossref DOI link: https://doi.org/10.1007/s10543-023-00969-9
Published Online: 2023-05-22
Published Print: 2023-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kelly, Cónall
Lord, Gabriel J.
Sun, Fandi http://orcid.org/0000-0003-0042-1027
Text and Data Mining valid from 2023-05-22
Version of Record valid from 2023-05-22
Article History
Received: 23 July 2021
Accepted: 24 March 2023
First Online: 22 May 2023
Decalartions
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: The authors have no competing interests to declare that are relevant to the content of this article.