Rough path recursions and diffusion approximations (Q259589): Difference between revisions
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Revision as of 00:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rough path recursions and diffusion approximations |
scientific article |
Statements
Rough path recursions and diffusion approximations (English)
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11 March 2016
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stochastic differential equations
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rough path theory
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diffusion limits
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non-semimartingale
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numerical schemes
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