Semi-implicit Milstein approximation scheme for non-colliding particle systems (Q2323707)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-implicit Milstein approximation scheme for non-colliding particle systems |
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Semi-implicit Milstein approximation scheme for non-colliding particle systems (English)
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3 September 2019
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Dyson Brownian motion
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Milstein scheme
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particle system
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stochastic differential equation
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strong approximation
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