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Results: 1 to 10 of 10 found      Go to page: 1

[1] Martin Sauer and Wilhelm Stannat. Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition. Math. Comp.
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[2] G. M. Shevchenko and T. O. Shalaiko. Approximation of random variables by functionals of the increments of a fractional Brownian motion. Theor. Probability and Math. Statist. 87 (2013) 199-208.
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[3] Arturo Kohatsu-Higa, Salvador Ortiz-Latorre and Peter Tankov. Optimal simulation schemes for L\'evy driven stochastic differential equations. Math. Comp. 83 (2014) 2293-2324.
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[4] Jianhai Bao and Chenggui Yuan. Convergence rate of EM scheme for SDDEs. Proc. Amer. Math. Soc. 141 (2013) 3231-3243.
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[5] Tony Lelièvre, Mathias Rousset and Gabriel Stoltz. Langevin dynamics with constraints and computation of free energy differences. Math. Comp. 81 (2012) 2071-2125.
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[6] K. V. Ral’chenko. Approximation of multifractional Brownian motion by absolutely continuous processes. Theor. Probability and Math. Statist. 82 (2011) 115-127. MR 2790487.
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[7] G. Shevchenko. Rate of convergence of discrete approximate solutions of stochastic differential equations in a Hilbert space. Theor. Probability and Math. Statist. 69 (2004) 187-199. MR 2110916.
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[8] Weinan E, Pingbing Ming and Pingwen Zhang. Analysis of the heterogeneous multiscale method for elliptic homogenization problems. J. Amer. Math. Soc. 18 (2005) 121-156. MR 2114818.
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[9] Carlos M. Mora. Numerical simulation of stochastic evolution equations associated to quantum Markov semigroups. Math. Comp. 73 (2004) 1393-1415. MR 2047093.
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[10] Arturo Kohatsu-Higa. Weak approximations. A Malliavin calculus approach. Math. Comp. 70 (2001) 135-172. MR 1680895.
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Results: 1 to 10 of 10 found      Go to page: 1