Pathwise Taylor schemes for random ordinary differential equations (Q1014903)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise Taylor schemes for random ordinary differential equations |
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Pathwise Taylor schemes for random ordinary differential equations (English)
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29 April 2009
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one-step method
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numerical examples
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random ordinary differential equations
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integral Taylor expansion
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Brownian motion
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fractional Brownian motion
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