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"Convergence and stability of the split-step theta method for stochastic ..."
Y. L. Lu, M. H. Song, M. Z. Liu (2017)
- Y. L. Lu, M. H. Song, M. Z. Liu:
Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments. J. Comput. Appl. Math. 317: 55-71 (2017)
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