Everything about Milstein method

🧭 Start here: a 6-step reading path

1. Read the overview: Milstein methodA 5-minute orientation
2. Skim a recent paper: Mathematical Insights into Zoonotic Disease Spread: Application of the Milstein MethodInfluential work since 2022
3. Pick up a classic book: Mathematical Methods of PhysicsThe most-reprinted book on the subject
4. Read the landmark paper: The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficientsCited 149 times
5. Go sideways: Polyakov actionA closely related topic
6. Go sideways: Gibbons–Hawking–York boundary termA closely related topic

🏆 Landmark papers (most cited)

• The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

  Xiaojie Wang, Siqing Gan · 2013 · Journal of Difference Equations and Applications · 149 citations

• Balanced Milstein Methods for Ordinary SDEs

  Christian Kahl, Henri Schurz · 2006 · Monte Carlo Methods and Applications · 69 citations

• An analysis of stability of milstein method for stochastic differential equations with delay

  Zhiyong Wang, Chengjian Zhang · 2006 · Computers & Mathematics with Applications · 51 citations

• The truncated Milstein method for stochastic differential equations with commutative noise

  Qian Guo, Wei Liu, Xuerong Mao · 2018 · Journal of Computational and Applied Mathematics · 49 citations

• Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations

  A. Rathinasamy, K. Balachandran · 2008 · Nonlinear Analysis: Hybrid Systems · 24 citations

• Lobatto-Milstein Numerical Method in Application of Uncertainty Investment of Solar Power Projects

  Mahmoud Eissa, Boping Tian · 2017 · Energies · 21 citations

• A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients

  Raphael Kruse, Yue Wu · 2019 · Discrete and Continuous Dynamical Systems - B · 20 citations

• An improved Milstein method for stiff stochastic differential equations

  Zhengwei Yin, Siqing Gan · 2015 · Advances in Difference Equations · 17 citations

🆕 Influential since 2022

• Mathematical Insights into Zoonotic Disease Spread: Application of the Milstein Method

  Sayed Saber, Abdullah Alahmari„ · 2025 · European Journal of Pure and Applied Mathematics · 13 citations

• Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients

  Cónall Kelly, Gabriel J. Lord, Fandi Sun · 2023 · BIT Numerical Mathematics · 13 citations

• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients

  Xiaojuan Wu, Siqing Gan · 2022 · Applied Numerical Mathematics · 13 citations

• A positivity preserving Milstein-type method for stochastic differential equations with positive solutions

  Xingwei Hu, Mengjie Wang, Xinjie Dai · 2024 · Journal of Computational and Applied Mathematics · 11 citations

• Truncated Milstein method for non-autonomous stochastic differential equations and its modification

  Juan Liao, Wei Liu, Xiaoyan Wang · 2022 · Journal of Computational and Applied Mathematics · 8 citations

📚 Books worth reading

• 📕Mathematical Methods of PhysicsIgor V. Kolokolov, Evgeny A. Kuznetsov · 2024
• Stochastic Numerics for Mathematical PhysicsGrigori N. Milstein · 2004
• 📕Making it in the kitchen Spanish styleHannah Milstein Shapiro, H. M. Shapiro · 1982
• 📕Michigan outdoor recreation demand studyDavid N. Milstein · 1966
• Transforming the education of lawyersSusan J. Bryant, Elliott S. Milstein · 2014
• Multivariate methods in aquaculture researchM. Prein, D. Pauly · 1993
• 📕Matnat EliyahuAlan David Crown, Raymond Apple · 2011

Ranked by number of editions on Open Library, a rough measure of how lasting a book is.

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