An efficient approximation for stochastic differential equations on the partition ofsymmetricalirst (Q3473914)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient approximation for stochastic differential equations on the partition ofsymmetricalirst |
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An efficient approximation for stochastic differential equations on the partition ofsymmetricalirst (English)
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1990
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approximations
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orders of convergence
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Euler and Milstein schemes
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