The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions

Minggang Han, Qiang Ma 0004, Xiaohua Ding. The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions. J. Computational Applied Mathematics, 348:161-180, 2019. [doi]

Abstract

Abstract is missing.