A Review of Recent Results on Approximation of Solutions of Stochastic Differential Equations
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Publication:2909979
DOI10.1007/978-3-0348-0097-6_9zbMath1250.60032OpenAlexW323058673MaRDI QIDQ2909979
Benjamin Jourdain, Arturo Kohatsu-Higa
Publication date: 7 September 2012
Published in: Stochastic Analysis with Financial Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-0348-0097-6_9
Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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