An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables (Q6332955)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables |
scientific article |
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15 January 2020
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math.PR
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cs.NA
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math.NA
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