A new discretization scheme for one dimensional stochastic differential equations using time change method (Q2064838)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new discretization scheme for one dimensional stochastic differential equations using time change method |
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A new discretization scheme for one dimensional stochastic differential equations using time change method (English)
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6 January 2022
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numerical analysis
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stochastic differential equations
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