The truncated Milstein method for stochastic differential equations with commutative noise

Qian Guo 0002, Wei Liu 0039, Xuerong Mao, Rong-Xian Yue. The truncated Milstein method for stochastic differential equations with commutative noise. J. Computational Applied Mathematics, 338:298-310, 2018. [doi]

Abstract

Abstract is missing.