Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152)
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scientific article; zbMATH DE number 111905
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-order implicit strong numerical schemes for stochastic differential equations |
scientific article; zbMATH DE number 111905 |
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Higher-order implicit strong numerical schemes for stochastic differential equations (English)
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27 October 1993
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strong order of convergence
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implicit schemes
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