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MR2827394 (2012m:65020) 65C30 (60H35)
Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui Convergence rate of numerical solutions to SFDEs with jumps. J. Comput. Appl. Math. 236 (2011), no. 2, 119–131.
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