"Randomized derivative-free Milstein algorithm for efficient approximation ..."

Pawel M. Morkisz, Pawel Przybylowicz (2021)

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DOI: 10.1016/J.CAM.2020.113112

access: closed

type: Journal Article

metadata version: 2022-10-02

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Pawel M. Morkisz, Pawel Przybylowicz:
Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information. J. Comput. Appl. Math. 383: 113112 (2021)

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