The approximate solutions of some stochastic differential equations using transformations (Q1774850)

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scientific article; zbMATH DE number 2165267
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The approximate solutions of some stochastic differential equations using transformations
scientific article; zbMATH DE number 2165267

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    The approximate solutions of some stochastic differential equations using transformations (English)
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    4 May 2005
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    numerical examples
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    Stochastic differential equations
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    Random variable transformation
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    finite difference method
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    approximate probability density function
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