Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

@article{Liu2022ConvergenceAS,
  title={Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients},
  author={Yulong Liu and Yuanling Niu and Xiujun Cheng},
  journal={Appl. Math. Comput.},
  year={2022},
  volume={414},
  pages={126680}
}
  • Yulong Liu, Yuanling Niu, Xiujun Cheng
  • Published 12 October 2021
  • Computer Science, Mathematics
  • Appl. Math. Comput.
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