The 8th Edition of the International Conference on Research in Applied Mathematics and Computer Science>
Preservation of Structural Properties for a Nonlinear 3/2 Mean-Reverting Stochastic Diffusion Process Using  -Milstein Scheme
Youssef Mahraz  1, @  , Zakaria El Allali  1, @  , Toufik Chaayra  1, @  
1 : University of Mohammed I - Université Mohammed Premier
Subject : : Abstract
Topics : Probability and Statistics and Stochastic Analysis
Keywords : 3/2 mean ; reverting ; Diffusion process ; Milstein scheme ; Strong convergence ; Stability
PDF version :  PDF version
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