Order-preserving strong schemes for SDEs with locally Lipschitz   coefficients
  We introduce a class of explicit balanced schemes for stochastic differential equations with coefficients of superlinearly growth satisfying a global monotone condition. The first scheme is a balanced Euler scheme and is of order half in the mean-square sense whereas it is of order one under additive noise. The second scheme is a balanced Milstein scheme, which is of order one in the mean-square sense. Some numerical results are presented. 
Zhongqiang Zhang and Heping Ma
math.NA