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The teuncation of a countable system of partial differential equations

✍ Scribed by G. P. Khoma; V. T. Yatsyuk


Book ID
112478508
Publisher
Springer
Year
1973
Tongue
English
Weight
164 KB
Volume
24
Category
Article
ISSN
0041-5995

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Euler scheme for solutions of a countabl
✍ Jaime San Martı́n; Soledad Torres πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 111 KB

We consider a countable system of stochastic di erential equation. Euler scheme for approximating these solutions is used, and the global error is estimated. Solutions are approximated by means of a process which takes values in a ΓΏnite dimensional space. Finally, we expand the global error for a cl