Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approximation of irregular SDEs via Skorokhod embeddings |
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Numerical approximation of irregular SDEs via Skorokhod embeddings (English)
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30 May 2016
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stochastic differential equations
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irregular diffusion coefficient
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superlinearly growing diffusion coefficient
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weak convergence of processes
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Skorokhod embedding problem
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