"Truncated Milstein method for non-autonomous stochastic differential ..."

Juan Liao, Wei Liu, Xiaoyan Wang (2022)

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DOI: 10.1016/J.CAM.2021.113817

access: closed

type: Journal Article

metadata version: 2023-08-28

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Juan Liao, Wei Liu, Xiaoyan Wang:
Truncated Milstein method for non-autonomous stochastic differential equations and its modification. J. Comput. Appl. Math. 402: 113817 (2022)

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