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Taylor’s expansion yields xti − αti αti−1 xti−1 − αti(e−hi − 1)xθ(xti−1 , ti−1) − αti −e−hi − hi + 1 x(1) θ (xti−1 , ti−1) ≤ Ch 3 i , where C is a constant depends on x(2) θ

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