A weak local linearization scheme for stochastic differential equations with multiplicative noise (Q344263)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A weak local linearization scheme for stochastic differential equations with multiplicative noise |
scientific article |
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A weak local linearization scheme for stochastic differential equations with multiplicative noise (English)
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22 November 2016
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stochastic differential equation
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mean-square stability
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weak convergence
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local linearization scheme
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numerical simulations
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