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Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bossy, Mireille, Martínez, Kerlyns
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Probability
Online Access:	Acceder al recurso
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