Asymptotic error distributions for the Euler method for stochastic differential equations (Q1307078)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic error distributions for the Euler method for stochastic differential equations |
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Asymptotic error distributions for the Euler method for stochastic differential equations (English)
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25 May 2000
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stochastic differential equations
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Euler scheme
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error distributions
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Lévy processes
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numerical approximation
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