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

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