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Hui Yu, Minghui Song. Numerical Solutions of Stochastic Differential Equations Driven by Poisson Random Measure with Non-Lipschitz Coefficients. J. Applied Mathematics, 2012, 2012. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measureYulan Lu, Minghui Song, Mingzhu Liu. jcam, 340:296-317, 2018. [doi]
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