scientific article; zbMATH DE number 5257362
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Publication:5453897
zbMATH Open1140.65013MaRDI QIDQ5453897FDOQ5453897
Publication date: 3 April 2008
Title of this publication is not available (Why is that?)
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Cited In (5)
- The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation
- Stochastic partial functional differential equations with locally monotone coefficients, locally Lipschitz non-linearity and delay
- Method for simulating non-linear stochastic differential equations in ℝ1
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- A semigroup approach to generalized Black-Scholes type equations in incomplete markets
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