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Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay |
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| Authors: | John AD Appleby Cónall Kelly |
| Institution: | 1. School of Mathematical Sciences, Dublin City University, Dublin 9, Ireland;2. Department of Mathematics, University College Cork, Cork City, Ireland |
| Abstract: | |
| Keywords: | 34K50 39A05 34K11 60H35 |
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