The composite Euler method for stiff stochastic differential equations

Split-step backward balanced Milstein methods for stiff stochastic systems

Applied Numerical Mathematics

The αth moment stability for the stochastic pantograph equation

Journal of Computational and Applied Mathematics

Split-step forward methods for stochastic differential equations

Journal of Computational and Applied Mathematics

The composite Milstein methods for the numerical solution of Ito stochastic differential equations

Journal of Computational and Applied Mathematics

Original article: A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods

Mathematics and Computers in Simulation

A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems

Applied Numerical Mathematics