Numerical Treatment of Stochastic Differential Equations (Q3960061): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Treatment of Stochastic Differential Equations |
scientific article |
Statements
Numerical Treatment of Stochastic Differential Equations (English)
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1982
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order of convergence
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Heun's method
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Euler's method
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explicit Runge-Kutta schemes
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Ito stochastic differential equation
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uniform convergence
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