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Strong Convergence Analysis of Split-Step θ-Scheme for Nonlinear Stochastic Differential Equations with Jumps
- Part of
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- Journal:
- Advances in Applied Mathematics and Mechanics / Volume 8 / Issue 6 / December 2016
- Published online by Cambridge University Press:
- 19 September 2016, pp. 1004-1022
- Print publication:
- December 2016
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- Article
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