Some new techniques are employed to release significantly the requirements on the step size of the truncated Milstein method, which was originally developed in Guo et al. [The truncated Milstein method for stochastic differential equations with commutative noise, J. Comput. Appl. Math. 338 (2018) 298–310]. The almost-sure stability of the method is also investigated. Numerical simulations are presented to demonstrate the theoretical results.
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Zhan et al. (2024) studied this question.
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