Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient (Q2583811): Difference between revisions

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Property / DOI: 10.1016/j.crma.2005.10.025 / rank
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Property / author: Denis Talay / rank
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Property / author: Denis Talay / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.crma.2005.10.025 / rank
 
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Property / OpenAlex ID: W2083750239 / rank
 
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Property / cites work: Dirichlet forms and symmetric Markov processes / rank
 
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Property / cites work
 
Property / cites work: A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients / rank
 
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Property / cites work: Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient / rank
 
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Property / cites work: Q4151478 / rank
 
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Property / cites work: Q3472950 / rank
 
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Property / cites work: Q4494512 / rank
 
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Property / cites work: Q4895010 / rank
 
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Property / cites work: The Euler scheme with irregular coefficients / rank
 
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Property / DOI: 10.1016/J.CRMA.2005.10.025 / rank
 
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Latest revision as of 08:54, 19 December 2024

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Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient
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