Weak antithetic MLMC estimation of SDEs with the Milstein scheme for low-dimensional Wiener processes. - Kristian Debrabant; Azadeh Ghasemifard; Nicky C. Mattsson (Appl. Math. Lett., 2019)

Runge-Kutta Lawson schemes for stochastic differential equations. - Kristian Debrabant; Anne Kværnø; Nicky Cordua Mattsson (CoRR, 2019)

Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants. - Kristian Debrabant; Anne Kværnø; Nicky Cordua Mattsson (CoRR, 2019)