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- W2066210596 abstract "Higher-order weak extrapolation methods for the approximation of functionals of Ito diffusions are considered. Under appropriate regularity conditions it is shown that extrapolations allow a considerable increase in the weak order of convergence of a discrete-time one-step approximation method. Numerical experiments indicate the efficiency of extrapolations based on higher-order weak schemes for stochastic differential equations with additive noise." @default.
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- W2066210596 title "Extrapolation Methods for the Weak Approximation of Ito Diffusions" @default.
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