Euler Scheme for a Stochastic Goursat Problem (Q3158137)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Euler Scheme for a Stochastic Goursat Problem |
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Euler Scheme for a Stochastic Goursat Problem (English)
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20 January 2005
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stochastic Goursat problem
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Euler scheme
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mean-square convergence
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rate of convergence
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two-parameter Gronwall inequality
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