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A family of Chaplygin-type solvers for Itô stochastic differential equations.

Ali Reza SoheiliMohammad AminiFazlollah Soleymani
Published in: Appl. Math. Comput. (2019)
Keyphrases
  • stochastic differential equations
  • special case
  • brownian motion
  • maximum likelihood
  • maximum a posteriori estimation