Statements (13)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:logic
|
| gptkbp:appliesTo |
Itô stochastic differential equations
|
| gptkbp:category |
numerical analysis
|
| gptkbp:firstPublished |
1975
|
| https://www.w3.org/2000/01/rdf-schema#label |
Milstein method
|
| gptkbp:improves_upon |
Euler–Maruyama method
|
| gptkbp:namedAfter |
Grigori N. Milstein
|
| gptkbp:order_of_strong_convergence |
1.0
|
| gptkbp:relatedTo |
Euler–Maruyama method
|
| gptkbp:requires |
derivative of diffusion coefficient
|
| gptkbp:usedFor |
solving stochastic differential equations
|
| gptkbp:bfsParent |
gptkb:Leib_Milstein
|
| gptkbp:bfsLayer |
6
|