Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation (Q1433391): Difference between revisions

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Latest revision as of 17:05, 6 June 2024

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Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation
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    Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation (English)
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    15 June 2004
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    Monte Carlo method
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    one-step scheme
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    Milstein scheme
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    Itô integrals
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