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Latest revision as of 22:56, 13 July 2024

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Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory
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    Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (English)
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    7 June 2017
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    stochastic differential equations
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    adaptive methods
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    rejection sampling
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    embedded algorithms
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    stochastic Runge-Kutta
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    strong approximation
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    error estimate
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