Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations (Q2318304)

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Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations
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    Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations (English)
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    14 August 2019
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    stochastic differential equations
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    Khasminskii-type
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    full-implicit
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    convergence rate
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    stability
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