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Volumn 17, Issue 3, 1999, Pages 463-486

Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process

Author keywords

Implicit Euler methods; Stability; Stochastic differential equations

Indexed keywords


EID: 0033429753     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999908809613     Document Type: Article
Times cited : (23)

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