Numerical schemes for random ODEs via stochastic differential equations (Q5400936)
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scientific article; zbMATH DE number 6268887
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| English | Numerical schemes for random ODEs via stochastic differential equations |
scientific article; zbMATH DE number 6268887 |
Statements
12 March 2014
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random ordinary differential equations
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Itô diffusions
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strong stochastic Taylor schemes
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standard assumptions
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pathwise convergence
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bounded noise
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0.8849190473556519
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0.881034791469574
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0.8644229769706726
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0.849622368812561
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0.8421878814697266
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