Efficient discretisation of stochastic differential equations (Q5086518)

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scientific article; zbMATH DE number 7553688
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Efficient discretisation of stochastic differential equations
scientific article; zbMATH DE number 7553688

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    Efficient discretisation of stochastic differential equations (English)
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    5 July 2022
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    Euler-Maruyama scheme
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    stable convergence
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    stochastic differential and integral equations
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