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scientific article; zbMATH DE number 1239951
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scientific article; zbMATH DE number 1239951

    Statements

    author
    Chunwah Li
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    Shengchang Wu
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    Xiaoqing Liu
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    publication date
    13 January 1999
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    zbMATH DE Number
    1239951
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    zbMATH Keywords
    Itô jump stochastic differential equations
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    discrete time approximation
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    multiple stochastic integrals
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    stochastic Taylor expansions
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