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- W2017245005 abstract "In this note we provide a stochastic method for approximating solutions of ordinary differential equations. To this end, a stochastic variant of the Euler scheme is given by means of Markov chains. For an ordinary differential equation, these approximations are shown to satisfy a Large Number Law, and a Central Limit Theorem for the corresponding fluctuations about the solution of the differential equation is proven." @default.
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- W2017245005 date "2008-01-01" @default.
- W2017245005 modified "2023-09-26" @default.
- W2017245005 title "A stochastic scheme of approximation for ordinary differential equations" @default.
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- W2017245005 doi "https://doi.org/10.1214/ecp.v13-1341" @default.
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