Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process (Q1925614)

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scientific article; zbMATH DE number 6116599
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    Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process
    scientific article; zbMATH DE number 6116599

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      Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process (English)
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      18 December 2012
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      doubly perturbed stochastic delay differential equations
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      order of convergence
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      Euler-Maruyama method
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