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The optimal discretization of stochastic differential equations

Hofmann, Norbert ; Müller-Gronbach, Thomas ; Ritter, K. (2001):
The optimal discretization of stochastic differential equations.
In: Journal of complexity, 17, pp. 117-153. [Article]

Item Type: Article
Erschienen: 2001
Creators: Hofmann, Norbert ; Müller-Gronbach, Thomas ; Ritter, K.
Title: The optimal discretization of stochastic differential equations
Language: English
Journal or Publication Title: Journal of complexity
Journal volume: 17
Divisions: 04 Department of Mathematics
Date Deposited: 19 Nov 2008 16:29
License: [undefiniert]
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