The order 1 approximation for solutions of Itô-type stochastic differential equations with jumps
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Publication:3545482
zbMATH Open1153.60368MaRDI QIDQ3545482FDOQ3545482
Authors: Albert Gardoń
Publication date: 10 December 2008
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Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic integral equations (60H20)
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- The Order 1.5 Approximation for Solutions of Jump-Diffusion Equations
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