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The euler scheme for anticipating stochastic differential equations - MaRDI portal

The euler scheme for anticipating stochastic differential equations (Q4715824)

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scientific article; zbMATH DE number 947037
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The euler scheme for anticipating stochastic differential equations
scientific article; zbMATH DE number 947037

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    The euler scheme for anticipating stochastic differential equations (English)
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    24 February 1997
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    anticipating stochastic differential equations
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    numerical analysis
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    Euler approximation
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