Projection scheme for stochastic differential equations with convex constraints. (Q1877506)
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scientific article; zbMATH DE number 2098325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Projection scheme for stochastic differential equations with convex constraints. |
scientific article; zbMATH DE number 2098325 |
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Projection scheme for stochastic differential equations with convex constraints. (English)
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7 September 2004
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stochastic differential equations
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variational inequalities
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numerical methods
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