Approximation of solutions of multi-dimensional linear stochastic differential equations defined by weakly dependent random variables (Q2335225)
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| Language | Label | Description | Also known as |
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| English | Approximation of solutions of multi-dimensional linear stochastic differential equations defined by weakly dependent random variables |
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Approximation of solutions of multi-dimensional linear stochastic differential equations defined by weakly dependent random variables (English)
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14 November 2019
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weakly dependent random variables
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Euler-Maruyama scheme
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strong invariance principle
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linear stochastic differential equation
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