A New Modification of the Milstein Method and the Taylor-Ito Expansion for Ito Stochastic Differential Equations with Drift and Diffusion Coefficients Having Non-Differentiable or Singular Time-Dependent Multipliers

arXiv:2610.29206 · math.PR · Submitted 2026-10-21 · Read on arXiv

math.PR

Submitted: 2026-10-21

Updated: 2026-10-21

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