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Strong convergence rates of stochastic theta methods for index 1 stochastic differential algebraic equations under non-globally Lipschitz conditions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chen, Lin, Chen, Ziheng, Zhao, Jing
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis 60H10, 65C20, 65L20
Online Access:	Acceder al recurso
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