Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations

Jingjun Zhao, Yulian Yi, Yang Xu. Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations. Applied Mathematics and Computation, 361:466-483, 2019. [doi]

Authors

Jingjun Zhao

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Yulian Yi

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Yang Xu

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