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"Convergence of the Euler-Maruyama method for multidimensional SDEs with ..."
Gunther Leobacher, Michaela Szölgyenyi (2018)
- Gunther Leobacher
, Michaela Szölgyenyi
:
Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient. Numerische Mathematik 138(1): 219-239 (2018)
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