An Optimization Approach to Weak Approximation of Lévy-Driven Stochastic Differential Equations (Q4931165)
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scientific article; zbMATH DE number 5795293
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| English | An Optimization Approach to Weak Approximation of Lévy-Driven Stochastic Differential Equations |
scientific article; zbMATH DE number 5795293 |
Statements
An Optimization Approach to Weak Approximation of Lévy-Driven Stochastic Differential Equations (English)
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4 October 2010
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optimization approach
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weak approximation
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Lévy-driven stochastic differential equations
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mathematical programming
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0.94478965
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0.9135218
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0.91306263
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0.9098594
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0.9089994
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0.9065808
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0.90525603
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0.9044991
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0.90369976
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