Behavior of the Euler scheme with decreasing step in a degenerate situation (Q5429601)

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scientific article; zbMATH DE number 5216880
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Behavior of the Euler scheme with decreasing step in a degenerate situation
scientific article; zbMATH DE number 5216880

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    Behavior of the Euler scheme with decreasing step in a degenerate situation (English)
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    30 November 2007
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    one-dimensional diffusion process
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    degenerate coefficient
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    invariant measure
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    Euler scheme
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