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A new numerical scheme for Itô stochastic differential equations based on Wick-type Wong-Zakai arguments

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lanconelli, Alberto, Perçin, Berk Tan
Format:	Preprint
Published:	2024
Subjects:	Probability 60H10, 65C30, 60H25
Online Access:	Acceder al recurso
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