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"On the Euler-Maruyama scheme for SDEs with bounded variation and ..."
Hoang-Long Ngo, Dai Taguchi (2019)
- Hoang-Long Ngo, Dai Taguchi:
On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients. Math. Comput. Simul. 161: 102-112 (2019)
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