General theorems for numerical approximation of stochastic processes on the Hilbert space \(H_2([0,T], \mu,\mathbb{R}^d)\) (Q1407721)
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scientific article; zbMATH DE number 1982995
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General theorems for numerical approximation of stochastic processes on the Hilbert space \(H_2([0,T], \mu,\mathbb{R}^d)\) |
scientific article; zbMATH DE number 1982995 |
Statements
General theorems for numerical approximation of stochastic processes on the Hilbert space \(H_2([0,T], \mu,\mathbb{R}^d)\) (English)
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25 February 2004
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stochastic-numerical approximation
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stochastic Lax-theorem
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ordinary stochastic differential equations
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drift-implicit Euler methods
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balanced implicit methods
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Hilbert space
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stochastic processes
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systems
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0.90121806
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0.8959254
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0.8676655
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