Composition of stochastic B-series with applications to implicit Taylor methods (Q623272)

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    Composition of stochastic B-series with applications to implicit Taylor methods
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      Composition of stochastic B-series with applications to implicit Taylor methods (English)
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      14 February 2011
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      stochastic Taylor method
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      stochastic differential equation
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      order conditions
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      weak approximation
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      strong approximation
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      stochastic B-series
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      numerical example
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      rooted trees
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