Efficient Strong Integrators for Linear Stochastic Systems (Q3654394)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Strong Integrators for Linear Stochastic Systems |
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Efficient Strong Integrators for Linear Stochastic Systems (English)
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6 January 2010
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linear stochastic differential equations
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strong numerical methods
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Magnus expansion
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stochastic linear-quadratic control
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