Numerical solutions of stochastic differential equations driven by Poisson random measure with non-Lipschitz coefficients
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Publication:1760797
DOI10.1155/2012/675781zbMath1251.65006OpenAlexW2150582039WikidataQ58907121 ScholiaQ58907121MaRDI QIDQ1760797
Publication date: 15 November 2012
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/675781
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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