Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order discretization schemes of stochastic differential systems for the computation of the invariant law |
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Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (English)
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1990
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simulation of stochastic differential equations
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invariant law of a stochastic differential equation
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