Modified equations for stochastic differential equations (Q2492724)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified equations for stochastic differential equations |
scientific article |
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Modified equations for stochastic differential equations (English)
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14 June 2006
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backward error analysis
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stochastic differential equations
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weak convergence
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Euler approximations
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