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Q3514440 - MaRDI portal

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    author
    Yongtian Wang
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    Chenggui Yuan
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    publication date
    21 July 2008
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    Mathematics Subject Classification ID
    65C30
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    60H10
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    60H35
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    34F05
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    zbMATH DE Number
    5302732
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    zbMATH Keywords
    Itô's formula
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    Euler-Maruyama method
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    Lipschitz condition
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    convergence in probability
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