Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure - researchr publication

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Yulan Lu, Minghui Song, Mingzhu Liu. Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure. J. Computational Applied Mathematics, 340:296-317, 2018. [doi]

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