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20142026
most citedNew sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients

4 citations · 8 across the 14 of their papers we have counts for

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math.NA2022

Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations

Yu Jiang, Guangqiang Lan

In this paper, we develop a new explicit scheme called modified truncated Milstein method which is motivated by truncated Milstein method proposed by Guo (2018) and modified trunca…