Milstein scheme for SDEs with irregular drift

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Title:

Citation:

Gerencser, M., Lampl, G., & Ling, C. (2023). Milstein scheme for SDEs with irregular drift. In MCM23: Book of Abstracts (pp. 32–32).

Publication Type:

Inproceedings - Abstract Book Contribution

Language:

English

Authors:

Organisational Unit:

E101-01 - Forschungsbereich Analysis

Published in:

MCM23: Book of Abstracts

Date (published):

26-Jun-2023

Event name:

14th International Conference on Monte Carlo Methods And Applications 2023

Event date:

26-Jun-2023 - 30-Jun-2023

Event place:

Paris, France

Number of Pages:

Keywords:

Milstein scheme; stochastic differential equations

Research Areas:

Fundamental Mathematics Research: 100%

Science Branch:

1010 - Mathematik: 100%

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