Research Article
Mean-Square Stability of Split-Step Theta Milstein Methods for Stochastic Differential Equations
Table 1
The split-step numerical methods.
| | N. methods | One step meth. | One step meth. | Stability condition |
| | Milstein | Milstein meth. | — | | | DSSBM | Backward Euler meth. | Milstein meth. | | | SSAMM | Predictor corrector meth. | Milstein meth. | | | DSSM | Theta method. | Milstein meth. | |
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