CONVERGENCE ANALYSIS OF PARAREAL ALGORITHM BASED ON MILSTEIN SCHEME FOR STOCHASTIC DIFFERENTIAL EQUATIONS

Liying Zhang, Jing Wang, Weien Zhou, Landong Liu, Li Zhang

Journal of Computational Mathematics ›› 2020, Vol. 38 ›› Issue (3) : 487-501.

中国科学院数学与系统科学研究院期刊网
JCM
Journal of Computational Mathematics ›› 2020, Vol. 38 ›› Issue (3) : 487-501. DOI: 10.4208/jcm.1901-m2018-0085

CONVERGENCE ANALYSIS OF PARAREAL ALGORITHM BASED ON MILSTEIN SCHEME FOR STOCHASTIC DIFFERENTIAL EQUATIONS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2020, 38(3): 487-501 https://doi.org/10.4208/jcm.1901-m2018-0085

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