On approximation of solutions of multidimensional SDE's with reflecting boundary conditions (Q1327545)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On approximation of solutions of multidimensional SDE's with reflecting boundary conditions |
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On approximation of solutions of multidimensional SDE's with reflecting boundary conditions (English)
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17 November 1994
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reflecting boundary
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strong solutions
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stochastic differential equation
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Euler-Peano time-discretization schemes
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rate of convergence
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