Numerical Integration of Multiplicative-Noise Stochastic Differential Equations (Q3706475)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Integration of Multiplicative-Noise Stochastic Differential Equations |
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Numerical Integration of Multiplicative-Noise Stochastic Differential Equations (English)
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1985
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Ito stochastic differential equation
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numerical examples
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Runge-Kutta method
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Wiener processes
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Error estimates
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