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International Journal of Computer Mathematics Volume 97, 2020 - Issue 7
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Original Articles

Generalized two-step Milstein methods for stochastic differential equations

Quanwei RenCollege of Science, Henan University of Technology, Zhengzhou, People's Republic of ChinaCorrespondence[email protected]
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Hongjiong TianDepartment of Mathematics, Shanghai Normal University, Shanghai, People's Republic of China;Scientific Computing Key Laboratory of Shanghai Universities, Shanghai, People's Republic of ChinaView further author information
Pages 1363-1379 | Received 17 Sep 2018, Accepted 13 Apr 2019, Published online: 21 May 2019

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