On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence (Q2320278)
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English | On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence |
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On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence (English)
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22 August 2019
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multiple Itô stochastic integral
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Fourier series
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numerical method
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mean-square convergence
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