Weak Approximation of Solutions of Systems of Stochastic Differential Equations (Q3729770): Difference between revisions

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Latest revision as of 20:52, 19 March 2024

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Weak Approximation of Solutions of Systems of Stochastic Differential Equations
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    Weak Approximation of Solutions of Systems of Stochastic Differential Equations (English)
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    1986
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    Monte-Carlo methods
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    numerical integration
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    weak-sense
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    approximations
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