Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients - researchr publication

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Yulong Liu, Yuanling Niu, Xiujun Cheng. Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients. Applied Mathematics and Computation, 414:126680, 2022. [doi]

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