IEEE - Institute of Electrical and Electronics Engineers, Inc. - Exact Coupling Method For Stratonovich Stochastic Differential Equation Using Non-Degeneracy For The Diffusion

Author(s): Yousef Alnafisah
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (Electronic): 2169-3536
DOI: 10.1109/ACCESS.2018.2888945
Regular:

The method of Davie's [5] describes an easily generated scheme based on the standard order-one Milstein scheme, which is order-one in the Vaserstein metric, provided that the stochastic... View More

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