Split-step forward methods for stochastic differential equations (Q847245)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Split-step forward methods for stochastic differential equations |
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Split-step forward methods for stochastic differential equations (English)
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12 February 2010
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stochastic differential equations
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Euler-Maruyama method
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Milstein method
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split-step method
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stability
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