Weak approximations. A Malliavin calculus approach (Q4517515)
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scientific article; zbMATH DE number 1534722
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximations. A Malliavin calculus approach |
scientific article; zbMATH DE number 1534722 |
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Weak approximations. A Malliavin calculus approach (English)
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22 November 2000
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stochastic differential equations
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boundary conditions
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weak approximation
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numerical analysis
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