Monte Carlo simulation of nonlinear diffusion processes. II (Q1325130)

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scientific article; zbMATH DE number 571993
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Monte Carlo simulation of nonlinear diffusion processes. II
scientific article; zbMATH DE number 571993

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    Monte Carlo simulation of nonlinear diffusion processes. II (English)
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    1 November 1994
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    nonlinear diffusions
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    density estimation
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    second order approximation
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    Monte Carlo simulation
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    stochastic differential equations
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