Geodesic
New representations of explicit one-step numerical methods for jump-diffusion stochastic differential equations
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 41 (2001) no. 6, pp. 922-937

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     author = {D. F. Kuznetsov},
     title = {New representations of explicit one-step numerical methods for jump-diffusion stochastic differential equations},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {922--937},
     publisher = {mathdoc},
     volume = {41},
     number = {6},
     year = {2001},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2001_41_6_a8/}
}
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D. F. Kuznetsov. New representations of explicit one-step numerical methods for jump-diffusion stochastic differential equations. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 41 (2001) no. 6, pp. 922-937. http://geodesic.mathdoc.fr/item/ZVMMF_2001_41_6_a8/