Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise |
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Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (English)
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6 January 2015
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local linearization schemes
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stochastic differential equations
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additive noise
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algorithm
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convergence
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