Continuous weak approximation for stochastic differential equations (Q2479386): Difference between revisions

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Latest revision as of 19:12, 27 June 2024

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Continuous weak approximation for stochastic differential equations
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    Continuous weak approximation for stochastic differential equations (English)
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    26 March 2008
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    continuous approximation
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    stochastic differential equation
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    stochastic Runge-Kutta method
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    weak approximation
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    optimal scheme
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    numerical example
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    convergence
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    one-step methods
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