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Clark, J.M.C., Cameron, R.J. (1980). The maximum rate of convergence of discrete approximations for stochastic differential equations. In: Grigelionis, B. (eds) Stochastic Differential Systems Filtering and Control. Lecture Notes in Control and Information Sciences, vol 25. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004007
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DOI: https://doi.org/10.1007/BFb0004007
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