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Strong convergence rates of stochastic theta Milstein methods for index-1 stochastic differential algebraic equations under non-globally Lipschitz conditions
This paper studies the strong convergence order of structure-preserving stochastic theta Milstein methods for a class of index-$1$ stochastic differential algebraic equations (SDAEs) with time-dependent singular matrices and non-globally Lipschitz coefficients. The singular matrix is allowed to vary
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