The Order 1.5 Approximation for Solutions of Jump-Diffusion Equations (Q3423710)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Order 1.5 Approximation for Solutions of Jump-Diffusion Equations |
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The Order 1.5 Approximation for Solutions of Jump-Diffusion Equations (English)
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15 February 2007
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stochastic differential equation
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strong discrete time approximation
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