Numerical application of the fundamental theorem of prevision
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Publication:5287293
DOI10.1080/00949659208811372zbMATH Open0775.60004OpenAlexW2154217841MaRDI QIDQ5287293FDOQ5287293
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Publication date: 30 August 1993
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659208811372
Probabilistic methods, stochastic differential equations (65C99) Axioms; other general questions in probability (60A05) Foundations of probability theory (60A99)
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