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