A third-order weak approximation of multidimensional Itô stochastic differential equations (Q2315350)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A third-order weak approximation of multidimensional Itô stochastic differential equations |
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A third-order weak approximation of multidimensional Itô stochastic differential equations (English)
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2 August 2019
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stochastic differential equation
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weak approximation
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third-order method
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