On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method (Q901418): Difference between revisions

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On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method
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    On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method (English)
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    12 January 2016
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    semi-discrete method
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    super-linear drift and diffusion
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    Hölder continuous
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    3/2-model
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    order of convergence
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