Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients

Rui Li, Wei Zhang. Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients. Int. J. Comput. Math., 99(6):1224-1271, 2022. [doi]

Abstract

Abstract is missing.