Weak approximation schemes for SDEs with super-linearly growing coefficients (Q6546887)

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scientific article; zbMATH DE number 7856300
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Weak approximation schemes for SDEs with super-linearly growing coefficients
scientific article; zbMATH DE number 7856300

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    Weak approximation schemes for SDEs with super-linearly growing coefficients (English)
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    30 May 2024
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    stochastic differential equations
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    Euler methods
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    weak convergence rate
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