Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225)
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scientific article; zbMATH DE number 5550615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients |
scientific article; zbMATH DE number 5550615 |
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Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (English)
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5 May 2009
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numerical examples
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stochastic differential equations
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Itô-Taylor schemes
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convergence
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0.9397387
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0.9302467
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0.9101875
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0.90989673
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0.9072592
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0.90179247
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0.9014696
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0.8962953
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