An asymptotically efficient difference formula for solving stochastic differential equations (Q4727939)
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scientific article; zbMATH DE number 4003178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotically efficient difference formula for solving stochastic differential equations |
scientific article; zbMATH DE number 4003178 |
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An asymptotically efficient difference formula for solving stochastic differential equations (English)
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1986
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numerical approximation
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asymptotic efficiency
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conditional central limit theorem
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