Work

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

Year: 2026

Type: article

Source: Computers & Mathematics with Applications

DOI: 10.1016/j.camwa.2026.01.007

Authors: Jinran Yao, Zhengwei Yin, Luozhong Gong

Institution: Changsha Normal University

Language: English

Topic: Numerical Solvers for Ordinary Differential Equations

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

Funder: Scientific Research Foundation of Hunan Provincial Education Department

Award: G7667257479

OpenAlex ID: W7124845189

FWCI: 1.89

Cites: 45

Cited by: 1

Related to: 10