An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables (Q6332955)

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scientific article; zbMATH DE number 7428973
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An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables
scientific article; zbMATH DE number 7428973

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    15 January 2020
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    math.PR
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    cs.NA
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    math.NA
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