Simplified order 4.0 weak Taylor schemes for additive noise (Q2389547)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simplified order 4.0 weak Taylor schemes for additive noise |
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Simplified order 4.0 weak Taylor schemes for additive noise (English)
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17 July 2009
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stochastic differential equations
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Taylor scheme
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weak convergence
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stochastic numerical method
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