Liu, Mingzhu, Harbin Institute of Technology, China
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Vol 31, No 12 (2017) - Svetlana Jankovic - Stochastic differential equations, Stochastic processes
Strong Convergence of the Tamed Euler Method for Stochastic Differential Equations with Piecewise Continuous Arguments and Poisson Jumps under Non-globally Lipschitz Continuous Coefficients
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ISSN: 2406-0933