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]
@article{ZhaoYX19,
title = {Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations},
author = {Jingjun Zhao and Yulian Yi and Yang Xu},
year = {2019},
doi = {10.1016/j.amc.2019.05.037},
url = {https://doi.org/10.1016/j.amc.2019.05.037},
researchr = {https://researchr.org/publication/ZhaoYX19},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {361},
pages = {466-483},
}