The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
2013 ◽
Vol 19
(3)
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pp. 466-490
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2012 ◽
Vol 524-527
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pp. 3801-3804
2016 ◽
Vol 39
(9)
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pp. 2380-2400
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2019 ◽
Vol 24
(8)
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pp. 3475-3502
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2018 ◽
Vol 338
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pp. 298-310
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