On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients (Q1633628)
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English | On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients |
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On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients (English)
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20 December 2018
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high-order schemes
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superlinear coefficients
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Wagner-Platen expansion
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rate of convergence
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