Pages that link to "Item:Q2565578"
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The following pages link to Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations (Q2565578):
Displayed 3 items.
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
- Computing multiple integrals involving matrix exponentials (Q2469632) (← links)
- Approximation of continuous time stochastic processes by the local linearization method revisited (Q4542846) (← links)
