The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations (Q3091946): Difference between revisions

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-Peter E. Kloeden
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+Peter E. Kloeden
@@ Property / author: Peter E. Kloeden / rank @@
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+RODAS
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+Pathwise approximation of random ordinary differential equations
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+A note on Euler's approximations
@@ Property / cites work: A note on Euler's approximations / rank @@
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@@ Property / cites work @@
+Adams-type methods for the numerical solution of stochastic ordinary differential equations
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+Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations
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+Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales
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+Resolution trajectorielle et analyse numerique des equations differentielles stochastiques
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+Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise
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+Q4842684
@@ Property / cites work: Q4842684 / rank @@
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@@ Property / cites work @@
+Numerical Solutions of Stochastic Functional Differential Equations
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+Q4369402
@@ Property / cites work: Q4369402 / rank @@
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+Asymptotic error distributions for the Euler method for stochastic differential equations
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+Moderate deviations for diffusions with Brownian potentials
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+Multistep methods for SDEs and their application to problems with small noise
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