A note on Newton's method for stochastic differential equations and its error estimate
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Publication:1030572
DOI10.3792/PJAA.85.19zbMath1171.60012OpenAlexW1989949536MaRDI QIDQ1030572
Publication date: 2 July 2009
Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3792/pjaa.85.19
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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