Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments

Yuhang Zhang, Minghui Song, Mingzhu Liu, Bowen Zhao. Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments. Numerical Algorithms, 96(1):417-448, May 2024. [doi]

Abstract

Abstract is missing.