Numerical methods for Stochastic differential equations: two examples (Q4615502)
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scientific article; zbMATH DE number 7007410
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| English | Numerical methods for Stochastic differential equations: two examples |
scientific article; zbMATH DE number 7007410 |
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Numerical methods for Stochastic differential equations: two examples (English)
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29 January 2019
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stochastic differential equations
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numerical probability
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Skorokhod problem
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invariant distribution
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ergodic Feller process
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0.7890855669975281
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0.7612107396125793
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0.7590950131416321
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0.7464016079902649
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