Son L. Nguyen, Tuan-Anh Hoang, Dung T. Nguyen, George Yin. Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching. SIAM J. Numerical Analysis, 55(2):953-979, 2017. [doi]
@article{NguyenHNY17,
title = {Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching},
author = {Son L. Nguyen and Tuan-Anh Hoang and Dung T. Nguyen and George Yin},
year = {2017},
doi = {10.1137/16M1084730},
url = {https://doi.org/10.1137/16M1084730},
researchr = {https://researchr.org/publication/NguyenHNY17},
cites = {0},
citedby = {0},
journal = {SIAM J. Numerical Analysis},
volume = {55},
number = {2},
pages = {953-979},
}