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Revision as of 17:31, 12 February 2024

scientific article; zbMATH DE number 6540215
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English
A Short Course on Weak Approximations for Lévy Driven SDE’s
scientific article; zbMATH DE number 6540215

    Statements

    A Short Course on Weak Approximations for Lévy Driven SDE’s (English)
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    9 February 2016
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    weak approximations
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    stochastic differential equations
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    central limit theorem
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    Monte Carlo methods
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