Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠 (Q2845471): Difference between revisions

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Latest revision as of 08:54, 30 July 2024

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Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠
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    Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠 (English)
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    30 August 2013
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    stochastic differential delay equation
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    highly nonlinear
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    jumps
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    convergence rate
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    Euler-Maruyama scheme
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    Brownian motion
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