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MR1415665 60H10 (60J30)
Kohatsu-Higa, A.; Protter, P. The Euler scheme for SDE's driven by semimartingales. Stochastic analysis on infinite-dimensional spaces (Baton Rouge, LA, 1994), 141–151, Pitman Res. Notes Math. Ser., 310, Longman Sci. Tech., Harlow, 1994.
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