The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

Title
The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
Authors
Keywords
-
Journal
JOURNAL OF DIFFERENCE EQUATIONS AND APPLICATIONS
Volume 19, Issue 3, Pages 466-490
Publisher
Informa UK Limited
Online
2012-02-09
DOI
10.1080/10236198.2012.656617

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