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    Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients

    We investigate the mean-square convergence and stability of compensated stochastic theta methods (CSTMs) for jump-diffusion stochastic differential equations (SDEs) with super-linearly growing drift, diffusion...

    Yiling Wang, Ziheng Chen, Mengyao Niu, Yuanling Niu in Calcolo (2023)