The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations. - M. A. Omar; Abdel-Karim Aboul-Hassan; Sherif I. Rabia (Appl. Math. Comput., 2009)

The composite Milstein methods for the numerical solution of Ito stochastic differential equations. - M. A. Omar; Abdel-Karim Aboul-Hassan; Sherif I. Rabia (J. Comput. Appl. Math., 2011)