most citedA note on convergence and stability of the truncated Milstein method for stochastic differential equations

3 citations · 5 across the 3 of their papers we have counts for

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math.NA2018★ 3 cited

A note on convergence and stability of the truncated Milstein method for stochastic differential equations

Weijun Zhan, Yanan Jiang, Wei Liu

Some new techniques are employed to release significantly the requirements on the step size of the truncated Milstein method, which was originally developed in Guo, Liu, Mao and Yu…

math.NA2018★ 2 cited

Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations

Yanan Jiang, Wei Liu, Lihui Weng

The existence and uniqueness of the stationary distribution of the numerical solution generated by the stochastic theta method is studied. When the parameter theta takes different…