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"Convergence and stability of the split-step theta-method for stochastic ..."
Xiaohua Ding, Qiang Ma, Lei Zhang (2010)
- Xiaohua Ding, Qiang Ma, Lei Zhang:

Convergence and stability of the split-step theta-method for stochastic differential equations. Comput. Math. Appl. 60(5): 1310-1321 (2010)

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