Convergence and stability of the compensated split-step \(\theta\)-method for stochastic differential equations with jumps (Q1720270): Difference between revisions

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+Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
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+Convergence and stability of the balanced methods for stochastic differential equations with jumps
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+Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
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