Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process

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Publication:4248574

DOI10.1080/07362999908809613zbMath0931.60047OpenAlexW2045386145MaRDI QIDQ4248574

Henri Schurz

Publication date: 20 February 2000

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999908809613




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