Strong convergence of an adaptive time-stepping Milstein method for SDEs with one-sided Lipschitz drift. - Cónall Kelly; Gabriel J. Lord; Fandi Sun (CoRR, 2019)

Strong convergence of a class of adaptive numerical methods for SDEs with jumps. - Cónall Kelly; Gabriel J. Lord; Fandi Sun (Math. Comput. Simul., 2025)