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"Strong convergence and stability of implicit numerical methods for ..."
Xuerong Mao, Lukasz Szpruch (2013)
- Xuerong Mao, Lukasz Szpruch:
Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients. J. Comput. Appl. Math. 238: 14-28 (2013)
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