A non-standard-Euler–Maruyama scheme (Q2804523): Difference between revisions

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Revision as of 21:03, 19 March 2024

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A non-standard-Euler–Maruyama scheme
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    A non-standard-Euler–Maruyama scheme (English)
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    29 April 2016
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    finite difference
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    stochastic scheme
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    Euler-Maruyama
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    domain invariance
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