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- W2550355642 abstract "The aim of this paper is to approximate the solution of a stochastic dierential equations dX(t) = F(X(t))dt + G(X(t))dB(t), X(0) = X0, t 0 on R n . We will use wavelet approximation of multifractional Brownian motion." @default.
- W2550355642 created "2016-11-30" @default.
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- W2550355642 date "2011-01-01" @default.
- W2550355642 modified "2023-09-24" @default.
- W2550355642 title "Approximation of the solution of stochastic dierential equations driven by multifractional Brownian motion" @default.
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