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Semi-discrete approximations for stochastic differential equations and applications - MaRDI portal

Semi-discrete approximations for stochastic differential equations and applications (Q4903574)

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scientific article; zbMATH DE number 6127910
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Semi-discrete approximations for stochastic differential equations and applications
scientific article; zbMATH DE number 6127910

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    Semi-discrete approximations for stochastic differential equations and applications (English)
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    22 January 2013
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    semi-discrete approximations of sdes
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    square root process
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