Approximations for Solutions of Lévy-Type Stochastic Differential Equations (Q3182402)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations for Solutions of Lévy-Type Stochastic Differential Equations |
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Approximations for Solutions of Lévy-Type Stochastic Differential Equations (English)
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8 October 2009
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discrete approximation scheme
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Lévy-type differential equations
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Euler scheme
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Ito formula
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