Convergence and Stability of Split-Step Milstein Schemes for Stochastic Differential Equations
2011 ◽
Vol 88
(10)
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pp. 2089-2108
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2015 ◽
Vol 2015
(3)
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pp. 194-207
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2018 ◽
Vol 340
◽
pp. 296-317
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2016 ◽
Vol 94
(9)
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pp. 1738-1746
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2013 ◽
Vol 238
◽
pp. 14-28
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2018 ◽
Vol 336
◽
pp. 8-29
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