Mean-square contractivity and convergence rate of stochastic theta Milstein schemes for non-autonomous SDEs with non-globally Lipschitz diffusion coefficients

Computers & Mathematics with Applications 2026

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Authors: Jinran Yao, Zhengwei Yin, Luozhong Gong

DOI: 10.1016/j.camwa.2026.01.007

Cited by: 1

References: 45

Fields of Study & Subjects

Stochastic processes and financial applications Probabilistic and Robust Engineering Design Advanced Numerical Methods in Computational Mathematics

References 45