Numerical Solutions of Stochastic Differential Delay Equations with Jumps (Q3391782): Difference between revisions
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scientific article
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English | Numerical Solutions of Stochastic Differential Delay Equations with Jumps |
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Numerical Solutions of Stochastic Differential Delay Equations with Jumps (English)
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13 August 2009
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convergence rate
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Euler-Maruyama method
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stochastic differential delay equations
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stochastic theta method
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