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"Strong convergence of the exponential Euler scheme for SDEs with ..."
Mireille Bossy, Kerlyns Martinez-Rodriguez (2024)
- Mireille Bossy, Kerlyns Martinez-Rodriguez:
Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift. CoRR abs/2405.00806 (2024)
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