A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods

@article{Buckwar2011ACL,
  title={A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods},
  author={Evelyn Buckwar and Thorsten Sickenberger},
  journal={Math. Comput. Simul.},
  year={2011},
  volume={81},
  pages={1110-1127}
}
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