The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Algebra and Number Theory,Analysis
Link
http://www.tandfonline.com/doi/pdf/10.1080/10256018808623883
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4. Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
5. Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
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