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- W2037642693 abstract "The paper investigates the problem of approximation of stochastic θ-integrals and the solutions of stochastic differential equations. The complete classification of the methods of approximation of stochastic θ-integrals in the convolution algebra is proposed. It is proved that the solutions of stochastic integral equations with θ-integral can be approximated by the solutions of finite-difference equations with averaging." @default.
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- W2037642693 date "2004-04-01" @default.
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- W2037642693 title "On the approximation of the solutions of stochastic equations with θ -integrals" @default.
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- W2037642693 doi "https://doi.org/10.1080/10451120410001704090" @default.
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