Efficient schemes for the weak approximation of reflected diffusions (Q2724993)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient schemes for the weak approximation of reflected diffusions |
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Efficient schemes for the weak approximation of reflected diffusions (English)
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28 May 2002
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reflected diffusion
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Euler approximation
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weak convergence
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multidimensional reflected stochastic differential equation
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