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scientific article; zbMATH DE number 846975
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| English | No label defined |
scientific article; zbMATH DE number 846975 |
Statements
17 November 1996
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one-dimensional diffusion process
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Itô differential equations
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numerical computation
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Milstein scheme
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splitting up method
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0.9470957
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0.8948433
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0.87621343
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0.8758871
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0.8753091
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0.8752733
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