Order reduction for a system of stochastic differential equations with a small parameter in the coefficient of the leading derivative. Estimate for the rate of convergence.
| Autor: | Bondarev, B.1, Kovtun, E.1 |
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| Zdroj: | Ukrainian Mathematical Journal. Dec2006, Vol. 58 Issue 12, p1799-1817. 19p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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