On numerical density approximations of solutions of SDEs with unbounded coefficients (Q723733)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On numerical density approximations of solutions of SDEs with unbounded coefficients |
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On numerical density approximations of solutions of SDEs with unbounded coefficients (English)
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24 July 2018
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stochastic differential equations
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numerical method
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path integration
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density tracking
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probability density
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semigroup generation
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convergence
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