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scientific article
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scientific article

    Statements

    author
    Christian Litterer
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    Terence J. Lyons
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    publication date
    13 July 2011
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    zbMATH Keywords
    Cubature on Wiener space
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    weak solution
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    stochastic differential equations (SDE)
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    Stratonovich form
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    mathematical finance
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    Identifiers

    Mathematics Subject Classification ID
    93E10
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    60H35
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    60H10
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    zbMATH DE Number
    5919875
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