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]

@article{HanMD19,
  title = {The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions},
  author = {Minggang Han and Qiang Ma 0004 and Xiaohua Ding},
  year = {2019},
  doi = {10.1016/j.cam.2018.08.057},
  url = {https://doi.org/10.1016/j.cam.2018.08.057},
  researchr = {https://researchr.org/publication/HanMD19},
  cites = {0},
  citedby = {0},
  journal = {J. Computational Applied Mathematics},
  volume = {348},
  pages = {161-180},
}