"Strong convergence of a class of adaptive numerical methods for SDEs with ..."

Cónall Kelly, Gabriel J. Lord, Fandi Sun (2025)

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DOI: 10.1016/J.MATCOM.2024.08.020

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type: Journal Article

metadata version: 2024-09-20

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Cónall Kelly, Gabriel J. Lord, Fandi Sun:
Strong convergence of a class of adaptive numerical methods for SDEs with jumps. Math. Comput. Simul. 227: 461-476 (2025)

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