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} }
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