Weak Approximation of Solutions of Systems of Stochastic Differential Equations (Q3729770): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Approximation of Solutions of Systems of Stochastic Differential Equations |
scientific article |
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Weak Approximation of Solutions of Systems of Stochastic Differential Equations (English)
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1986
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Monte-Carlo methods
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numerical integration
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weak-sense
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approximations
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