Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations (Q2565578): Difference between revisions
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Revision as of 02:28, 16 February 2024
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| English | Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations |
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Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations (English)
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27 September 2005
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numerical integration
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