In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay differential equations (SDDEs). The scheme has convergence order 1. In order to establish the scheme, we ...
This is the second post (here’s the first one) about an approach to introducing the derivative to calculus students that is counter to what I’ve seen in textbooks and other traditional treatments of ...
Over recent decades, approximation theory has evolved to incorporate sophisticated operator-based techniques that extend classical sampling methods. Central to these developments is the use of ...