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]
@article{GuoLMY18,
title = {The truncated Milstein method for stochastic differential equations with commutative noise},
author = {Qian Guo 0002 and Wei Liu 0039 and Xuerong Mao and Rong-Xian Yue},
year = {2018},
doi = {10.1016/j.cam.2018.01.014},
url = {https://doi.org/10.1016/j.cam.2018.01.014},
researchr = {https://researchr.org/publication/GuoLMY18},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {338},
pages = {298-310},
}