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Weak convergence of a numerical scheme for stochastic differential equations

DOI: http://dx.doi.org/10.19195/0208-4147.37.1.9

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Numerical methods, round-off error, stochastic differential equations, weak convergence

Selfsimilar processes with stationary increments in the second Wiener chaos

AbstractDownload articleDownload article

Selfsimilar processes, stationary increments, second Wiener chaos, limit theorems, multiple stochastic integrals, weak convergence

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