scientific article; zbMATH DE number 3839062
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Publication:3308802
zbMATH Open0528.60053MaRDI QIDQ3308802FDOQ3308802
Authors: Eckhard Platen, Wolfgang Wagner
Publication date: 1982
Title of this publication is not available (Why is that?)
Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
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- Trees and asymptotic expansions for fractional stochastic differential equations
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- On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence
- A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations
- On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence
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- The improved split-step θ methods for stochastic differential equation
- Word combinatorics for stochastic differential equations: splitting integrators
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- Modified Euler scheme for the weak approximation of stochastic differential equations driven by the Wiener process
- Algebraic structures and stochastic differential equations driven by Lévy processes
- Multiple stochastic integrals with Mathematica
- Higher order Langevin Monte Carlo algorithm
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