Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems
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Published:2024-06
Issue:1
Volume:42
Page:248-270
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ISSN:0254-9409
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Container-title:Journal of Computational Mathematics
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language:
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Short-container-title:JCM
Author:
null Xu Yang,Zhao Weidong
Publisher
Global Science Press
Subject
Computational Mathematics