A Randomized Milstein Scheme for SDEs with Superlinear Drift Coefficient
This work presents a randomized-tamed Milstein scheme for stochastic differential equations whose drift coefficient exhibits superlinear growth in the state variable and limited temporal regularity, quantified by $β$-Hölder continuity with $β\in (0,1]$. The scheme combines a taming mechanism to control the superlinear state dependence...