Numerical Solutions of Stochastic Differential Delay Equations with Jumps (Q3391782)

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Numerical Solutions of Stochastic Differential Delay Equations with Jumps
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    Numerical Solutions of Stochastic Differential Delay Equations with Jumps (English)
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    13 August 2009
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    convergence rate
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    Euler-Maruyama method
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    stochastic differential delay equations
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    stochastic theta method
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