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Latest revision as of 07:28, 5 July 2024

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Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations
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    Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (English)
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    10 June 2012
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    stochastic differential equation
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    numerical method
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    pathwise weak approximation
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    strong invariance principle
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