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    Statements

    author
    Thomas G. Kurtz
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    Philip E. Protter
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    publication date
    26 June 1992
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    zbMATH Keywords
    distribution of the error in a Euler scheme
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    stochastic differential equations
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    semimartingales
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    Wong-Zakai correction
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    Identifiers

    zbMATH DE Number
    16922
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