Continuous weak approximation for stochastic differential equations (Q2479386): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous weak approximation for stochastic differential equations |
scientific article |
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Continuous weak approximation for stochastic differential equations (English)
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26 March 2008
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continuous approximation
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stochastic differential equation
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stochastic Runge-Kutta method
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weak approximation
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optimal scheme
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numerical example
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convergence
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one-step methods
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