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Weak approximation of a diffusion process in a bounded domain - MaRDI portal

Weak approximation of a diffusion process in a bounded domain (Q4368879)

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scientific article; zbMATH DE number 1098691
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Weak approximation of a diffusion process in a bounded domain
scientific article; zbMATH DE number 1098691

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    Weak approximation of a diffusion process in a bounded domain (English)
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    10 August 1998
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    stochastic differential equations
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    weak approximation
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    boundary value problems
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