Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations

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Publication:5316801

DOI10.1081/SAP-200056678zbMath1079.65012MaRDI QIDQ5316801

Georgios E. Zouraris, Raúl Tempone, Kyoung-Sook Moon, Anders Szepessy

Publication date: 15 September 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)




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