The semi-implicit Euler method for stochastic differential delay equation with jumps (Q990559)

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The semi-implicit Euler method for stochastic differential delay equation with jumps
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    The semi-implicit Euler method for stochastic differential delay equation with jumps (English)
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    1 September 2010
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    stochastic differential delay equations
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    Poisson jump
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    continuous \(\theta \)-method
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    mean-square convergence
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