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	The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
	Xiaojie Wang; Siqing Gan
刊名	Journal of Difference Equations and Applications
	2013
卷号	19期号:3页码:466-490
关键词	60H35 65C20 65L20 commutative noise one-sided Lipschitz condition strong convergence superlinearly growing coefficient tamed Milstein method
ISSN号	1023-6198
DOI	10.1080/10236198.2012.656617
URL标识	查看原文
WOS记录号	WOS:000315690700008
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/3317004
专题	中南大学
作者单位	1.[Siqing Gan 2.Xiaojie Wang] Cent S Univ, Sch Math Sci & Comp Technol, Changsha 410075, Hunan, Peoples R China.
推荐引用方式 GB/T 7714	Xiaojie Wang,Siqing Gan. The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients[J]. Journal of Difference Equations and Applications,2013,19(3):466-490.
APA	Xiaojie Wang,&Siqing Gan.(2013).The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients.Journal of Difference Equations and Applications,19(3),466-490.
MLA	Xiaojie Wang,et al."The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients".Journal of Difference Equations and Applications 19.3(2013):466-490.

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