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]
@article{LiuNC22,
title = {Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients},
author = {Yulong Liu and Yuanling Niu and Xiujun Cheng},
year = {2022},
doi = {10.1016/j.amc.2021.126680},
url = {https://doi.org/10.1016/j.amc.2021.126680},
researchr = {https://researchr.org/publication/LiuNC22},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {414},
pages = {126680},
}