A new solution method for stochastic differential equations via collocation approach (Q2958276)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new solution method for stochastic differential equations via collocation approach |
scientific article |
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A new solution method for stochastic differential equations via collocation approach (English)
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1 February 2017
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stochastic differential equations
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collocation method
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Lamperti transform
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orthogonal polynomials
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