"Compensated two-step Maruyama methods for stochastic differential ..."

Quanwei Ren (2022)

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DOI: 10.1080/00207160.2021.1923013

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type: Journal Article

metadata version: 2023-08-28

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Quanwei Ren:
Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps. Int. J. Comput. Math. 99(3): 520-536 (2022)

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