An efficient approximation method for stochastic differential equations by means of the exponential Lie series (Q1897652): Difference between revisions

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Latest revision as of 16:09, 23 May 2024

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An efficient approximation method for stochastic differential equations by means of the exponential Lie series
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    An efficient approximation method for stochastic differential equations by means of the exponential Lie series (English)
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    4 September 1995
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    stochastic differential equations
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    numerical approximations
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    efficient estimators
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