An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An adaptive strong order 1 method for SDEs with discontinuous drift coefficient |
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An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (English)
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3 May 2022
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stochastic differential equations
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discontinuous drift coefficient
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adaptive method
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