Deterministic implicit two-step Milstein methods for stochastic differential equations

Statistics and Probability Letters - Tập 179 - Trang 109208 - 2021
Quanwei Ren1, Hongjiong Tian2,3, Tianhai Tian4
1College of Science, Henan University of Technology, Zhengzhou, Henan 450001, PR China
2Department of Mathematics, Shanghai Normal University, 100 Guilin Road, Shanghai 200234, PR China
3Scientific Computing Key Laboratory of Shanghai Universities, 100 Guilin Road, Shanghai 200234, PR China
4School of Mathematical Sciences, Monash University, Wellington Rd, Clayton VIC 3800, Australia

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