Convergence rates of the Semi-Discrete method for stochastic differential equations (Q3305901)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rates of the Semi-Discrete method for stochastic differential equations |
scientific article |
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12 August 2020
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explicit numerical scheme
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semi-discrete method
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non-linear stochastic differential equations
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boundary preserving numerical algorithm
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math.NA
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cs.NA
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