First-order weak balanced schemes for stochastic differential equations (Q2195961)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First-order weak balanced schemes for stochastic differential equations |
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First-order weak balanced schemes for stochastic differential equations (English)
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28 August 2020
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Monte Carlo methods
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stochastic differential equations
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numerical solution
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weak convergence
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