Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments (Q3059068)

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Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments
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    Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments (English)
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    8 December 2010
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    stochastic Runge-Kutta method
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    strong approximation
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    weak approximation
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    stochastic differential equation
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