A numerical scheme for stochastic differential equations with distributional drift (Q2093691)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical scheme for stochastic differential equations with distributional drift |
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A numerical scheme for stochastic differential equations with distributional drift (English)
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27 October 2022
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Euler-Maruyama numerical scheme
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stochastic differential equations
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distributional drift
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rate of convergence
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Haar and Faber functions
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fractional Sobolev spaces
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