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Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators |
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| Authors: | Jin Sixian Kobayashi Kei |
| Affiliation: | 1.Department of Mathematics, Fordham University, 113 West 60th Street, New York, NY, 10023, USA ; |
| Abstract: | BIT Numerical Mathematics - The rates of strong convergence for various approximation schemes are investigated for a class of stochastic differential equations (SDEs) which involve a random time... |
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