STRONG CONVERGENCE IN Lp OF MILSTEIN METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS (Q5035397): Difference between revisions

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+Stochastic differential equations. An introduction with applications.
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+Approximate Integration of Stochastic Differential Equations
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+Numerical solution of SDE through computer experiments. Including floppy disk
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+Q5674335
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+Stability of weak numerical schemes for stochastic differential equations
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+Q3764976
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+https://doi.org/10.17654/nm018020031
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