Optimal mean square E-stability of some balanced midpoint Milstein methods for stochastic differential equations in $$\mathbb {C}^1$$

BIT Numerical Mathematics 2026

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Authors: Henri Schurz

DOI: 10.1007/s10543-026-01111-1

Cited by: 0

References: 32

Fields of Study & Subjects

Numerical methods for differential equations Stochastic processes and financial applications Differential Equations and Numerical Methods

References 32