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"Stability of the drift-implicit and double-implicit Milstein schemes for ..."
Jinran Yao, Siqing Gan (2018)
- Jinran Yao, Siqing Gan:
Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs. Appl. Math. Comput. 339: 294-301 (2018)
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