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Latest revision as of 20:47, 5 March 2024

scientific article; zbMATH DE number 5207296
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scientific article; zbMATH DE number 5207296

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    31 October 2007
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    weak approximation of stochastic differential equations
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    Lie algebra generated by vector fields
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    Stratonovich-Taylor expansions
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    m-perfect families
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    convergence rates
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    filtering problem
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