The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (Q313640)

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The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation
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    The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (English)
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    12 September 2016
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    stochastic differential equations
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    explicit methods
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    strong convergence
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    Steklov average
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