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"Convergence and stability of the semi-tamed Milstein method for ..."

Yulong Liu, Yuanling Niu, Xiujun Cheng (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-10-21

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2110-05716
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  - https://dblp.org/rec/journals/corr/abs-2110-05716
Yulong Liu, Yuanling Niu, Xiujun Cheng:
Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients. CoRR abs/2110.05716 (2021)

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