Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs. - Jinran Yao; Siqing Gan (Appl. Math. Comput., 2018)

Mean-square contractivity and convergence rate of stochastic theta schemes for non-autonomous SDEs with non-globally Lipschitz continuous coefficients. - Jinran Yao; Zhengwei Yin (Comput. Math. Appl., 2025)

Numerical contractivity of split-step backward Milstein-type schemes for commutative SDEs with non-globally Lipschitz continuous coefficients. - Jinran Yao; Zhengwei Yin (J. Comput. Appl. Math., 2025)