A Theorem on the Order of Convergence of Mean-Square Approximations of Solutions of Systems of Stochastic Differential Equations
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Publication:3802334
DOI10.1137/1132113zbMath0655.60046OpenAlexW2085672697MaRDI QIDQ3802334
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Publication date: 1987
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1132113
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Probabilistic methods, stochastic differential equations (65C99)
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