Some remarks on the numerical approximation of stochastic differential equations (Q3533907)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some remarks on the numerical approximation of stochastic differential equations |
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Some remarks on the numerical approximation of stochastic differential equations (English)
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24 October 2008
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convergence
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Euler method
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Adams-Bashforth method
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Heun method
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numerical examples
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