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- W120146472 abstract "In this chapter we introduce the reader to the basic issues concerning the discrete time approximation of solutions of stochastic differential equations. First, we review the use and properties of numerical methods for deterministic ordinary differential equations. Then we examine the stochastic Euler scheme in some detail, introducing the concepts of strong and weak convergence for discrete time approximations." @default.
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- W120146472 date "1994-01-01" @default.
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- W120146472 title "Introduction to Discrete Time Approximation" @default.
- W120146472 doi "https://doi.org/10.1007/978-3-642-57913-4_3" @default.
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