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Ruchun Zuo

  1. A Milstein-type method for highly non-linear non-autonomous time-changed stochastic differential equations
    2023/08/27 by Wei Liu, Liu, Wei, Ruoxue Wu +3 · 1 citation
    Economics, Econometrics and Finance · #60H35 #65C30 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications