Essays about: "o-Taylor expansion schemes"
Found 1 essay containing the words o-Taylor expansion schemes.
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1. Stochastic Differential Equations : and the numerical schemes used to solve them
University essay from Institutionen för matematik och matematisk statistikAbstract : This thesis explains the theoretical background of stochastic differential equations in one dimension. We also show how to solve such differential equations using strong It o-Taylor expansion schemes over large time grids. READ MORE
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