Local linearization method: Difference between revisions

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If <math>\mathbf{P}_{p,q}(2^{-k}\mathbf{H}h)

</math> denotes the ''(p; q)-''[[Padé approximant|Padé approximation]] of <math>e^{2^{-k}\mathbf{H}h}

</math> and ''k'' is the smallest natural number such that <math>|2^{-k}\mathbf{H}h|\leq \frac{1}{2}, then</math> <ref name=":12" >Jimenez J.C.; de la Cruz H. (2012). "Convergence rate of strong Local Linearization schemes for stochastic differential equations with additive noise". BIT Numer. Math. 52 (2): 357–382. [https://doi.org/10.1007%2Fs10543-011-0360-2. [doi:10.1007/s10543-011-0360-2.]] S2CID 124043946.</ref>