In mathematics, the Milstein method is a technique for the approximate numerical solution of a stochastic differential equation. It is named after Grigori N. Milstein who first published the method in 1974.[1][2]
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Wikipedia contributors, "Milstein method," Wikipedia, The Free Encyclopedia, http://en.wikipedia.org/w/index.php?title=Milstein_method&oldid=660551728(accessed May 3, 2015).
This is a blog about stochastic differential equation with an inclination to life sciences and medicine. It is not intended to be a mathematical driven one, rather an engineering-driven discussion.
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