Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621)

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Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations
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    Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (English)
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    13 December 2019
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    stochastic differential equation
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    strong convergence
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    two-step Euler Maruyama method
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    two-step Milstein method
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    global monotonicity condition
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