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First order strong approximations of scalar SDEs defined in a domain.

Andreas NeuenkirchLukasz Szpruch
Published in: Numerische Mathematik (2014)
Keyphrases
  • higher order
  • domain specific
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  • high level
  • first order logic
  • real time
  • website
  • case study
  • multiscale
  • upper bound
  • domain ontology
  • real numbers
  • decision diagrams