Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition (Q2007649)

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Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition
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    Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition (English)
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    22 November 2019
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    strong convergence
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    compensated split-step theta methods
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    global Lipschitz condition
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    monotone conditions
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    local Lipschitz condition
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