A non-standard-Euler-Maruyama scheme (Q2804523)

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scientific article; zbMATH DE number 6575452
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    A non-standard-Euler-Maruyama scheme
    scientific article; zbMATH DE number 6575452

      Statements

      A non-standard-Euler–Maruyama scheme (English)
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      29 April 2016
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      finite difference
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      stochastic scheme
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      Euler-Maruyama
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      domain invariance
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