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Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations

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Release time:2018-07-08
Journal:Mathematics of Computation
Co-author:Xiaojie Wang, Arnulf Jentzen, Martin Hutzenthaler
Document Type:J
Volume:87
Issue:311
Page Number:1353-1413
Translation or Not:no
Date of Publication:2018-05-01

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