DISCRETIZATION OF JUMP STOCHASTIC DIFFERENTIAL EQUATIONS IN TERMS OFMULTIPLE STOCHASTIC INTEGRALS
Chunwah Li,Sheng-chang Wu , Xiao-qing Liu
Journal of Computational Mathematics ›› 1998, Vol. 16 ›› Issue (4) : 375-384.
DISCRETIZATION OF JUMP STOCHASTIC DIFFERENTIAL EQUATIONS IN TERMS OFMULTIPLE STOCHASTIC INTEGRALS
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