Weak Backward Error Analysis for SDEs (Q2903058): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Backward Error Analysis for SDEs |
scientific article |
Statements
Weak Backward Error Analysis for SDEs (English)
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23 August 2012
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Euler-Maruyama method
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Kolmogorov operator
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weak backward error analysis
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invariant measure
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