Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs (Q2274277)

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    Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs
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      Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs (English)
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      19 September 2019
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      Euler-Maruyama approximation
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      stochastic differential equation
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      strong convergence
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