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Error estimates of the Euler's method for stochastic differential equations with multiplicative noise via relative entropy - MaRDI portal

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Error estimates of the Euler's method for stochastic differential equations with multiplicative noise via relative entropy (Q6743568)

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scientific article from arXiv

Language	Label	Description	Also known as
English	Error estimates of the Euler's method for stochastic differential equations with multiplicative noise via relative entropy	scientific article from arXiv