Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps

Quanwei Ren, Hongjiong Tian. Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps. Comput. Appl. Math., 41(3), April 2022. [doi]

Abstract

Abstract is missing.