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]

Authors

Qian Guo 0002

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Wei Liu 0039

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Xuerong Mao

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Rong-Xian Yue

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