Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Randomized derivative-free Milstein algorithm for efficient
  approximation of solutions of SDEs under noisy information   We deal with pointwise approximation of solutions of scalar stochastic
differential equations in the presence of informational noise about underlying
drift and diffusion coefficients. We define a randomized derivative-free
version of Milstein algorithm $\mathcal{\bar A}^{df-RM}_n$ and investigate its
error. We also study lower bounds on the error of an arbitrary algorithm. It
turns out that in some case the scheme $\mathcal{\bar A}^{df-RM}_n$ is the
optimal one. Finally, in order to test the algorithm $\mathcal{\bar
A}^{df-RM}_n$ in practice, we report performed numerical experiments.

10
The categories of this paper are: q-bio
32
The categories of this paper are: atom-ph
3
The categories of this paper are: physics
31
The categories of this paper are: ao-sci
28
The categories of this paper are: alg-geom
20
The categories of this paper are: acc-phys
14
The categories of this paper are: math-ph
18
The categories of this paper are: econ
12
The categories of this paper are: nucl-th
6
The categories of this paper are: astro-ph
19
The categories of this paper are: eess
16
The categories of this paper are: stat
27
The categories of this paper are: comp-gas
29
The categories of this paper are: funct-an
0
The categories of this paper are: hep-ph
30
The categories of this paper are: q-alg