The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

Author: Wang Xiaojie   Gan Siqing  

Publisher: Taylor & Francis Ltd

ISSN: 1023-6198

Source: Journal of Difference Equations and Applications, Vol.19, Iss.3, 2013-03, pp. : 466-490

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Abstract