103 citations · 168 across the 2 of their papers we have counts for
2 papers
math.NA2015★ 65 cited
Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes
Wolf-Jürgen Beyn, Elena Isaak, Raphael Kruse
This paper focuses on two variants of the Milstein scheme, namely the split-step backward Milstein method and a newly proposed projected Milstein scheme, applied to stochastic diff…
math.NA2014★ 103 cited
Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes
Wolf-Jürgen Beyn, Elena Isaak, Raphael Kruse
This paper is concerned with the numerical approximation of stochastic ordinary differential equations, which satisfy a global monotonicity condition. This condition includes sever…