Composition of stochastic B-series with applications to implicit Taylor methods (Q623272): Difference between revisions
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scientific article
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English | Composition of stochastic B-series with applications to implicit Taylor methods |
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Composition of stochastic B-series with applications to implicit Taylor methods (English)
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14 February 2011
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stochastic Taylor method
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stochastic differential equation
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order conditions
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weak approximation
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strong approximation
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stochastic B-series
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numerical example
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rooted trees
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