Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations (Q654123)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations |
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Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations (English)
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21 December 2011
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stochastic Taylor formula
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weak approximations
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stiff stochastic differential equations
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weak numerical schemes
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semi-implicit schemes
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mean-square stability
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numerical experiments
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