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An improved Milstein method for stiff stochastic differential equations

Crossref DOI link: https://doi.org/10.1186/s13662-015-0699-9

Published Online: 2015-12-01

Published Print: 2015-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Yin, Zhengwei

Gan, Siqing
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (CN) (No.11171352, No.11371123)

New Teachers’ Specialized Research Fund for the Doctoral Program from Ministry of Education of China (No.20120162120096)

Mathematics and Interdisciplinary Sciences Project, Cen- tral South University.

National Nature Science Foundation of China (11571373)
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