A new weak approximation scheme of stochastic differential equations and the Runge-Kutta method

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ninomiya, Mariko, Ninomiya, Syoiti
Format:	Preprint
Published:	2007
Subjects:	Probability Complex Variables 65C30, 65C05, 65L06
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/0709.2434