Confidence intervals of discretized Euler-Maruyama approximate solutions of SDE's (Q4378960): Difference between revisions

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+The rate of convergence for approximate solutions of stochastic differential equations
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+Error Estimations for the Euler-Maruyama Approximate Solutions of Stochastic Differential Equations
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+Continuous Markov processes and stochastic equations
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+Monte Carlo simulation of nonlinear diffusion processes
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