On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients (Q1633628)

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On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients
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    On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients (English)
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    20 December 2018
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    high-order schemes
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    superlinear coefficients
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    Wagner-Platen expansion
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    rate of convergence
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