Efficient discretisation of stochastic differential equations (Q5086518)
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scientific article; zbMATH DE number 7553688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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