Measure order of convergence without an exact solution, Euler vs Milstein Scheme

K.A. Schmitz, W.T. Shaw

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	365 - 382
Number of pages	18
Journal	International Journal of Pure and Applied Mathematics
Volume	24
Issue number	3
Publication status	Published - 2005

Cite this

@article{755ee1d1131f4728a489d84c34f717af,

title = "Measure order of convergence without an exact solution, Euler vs Milstein Scheme",

author = "K.A. Schmitz and W.T. Shaw",

year = "2005",

language = "English",

volume = "24",

pages = "365 -- 382",

journal = "International Journal of Pure and Applied Mathematics",

publisher = "Academic Publications Ltd.",

number = "3",

}