Convergence and stability of split-step-theta methods for stochastic differential equations with jumps under non-global Lipschitz drift coefficient (Q5116778)
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scientific article; zbMATH DE number 7236773
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| English | Convergence and stability of split-step-theta methods for stochastic differential equations with jumps under non-global Lipschitz drift coefficient |
scientific article; zbMATH DE number 7236773 |
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18 August 2020
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