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The order 1 approximation for solutions of Itô-type stochastic differential equations with jumps

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Publication:3545482
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zbMATH Open1153.60368MaRDI QIDQ3545482FDOQ3545482


Authors: Albert Gardoń Edit this on Wikidata


Publication date: 10 December 2008





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Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic integral equations (60H20)



Cited In (6)

  • Title not available (Why is that?)
  • Title not available (Why is that?)
  • The Order 1.5 Approximation for Solutions of Jump-Diffusion Equations
  • Time Discrete Taylor Approximations for It?? Processes with Jump Component
  • The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps
  • Title not available (Why is that?)





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