Continuous weak approximation for stochastic differential equations

Mathematik

• Weak Approximation 100%
• Stochastic Differential Equations 65%
• Second-order Conditions 34%
• One-step Method 32%
• Continuous Extension 32%
• Runge-Kutta Schemes 32%
• Stochastic Methods 28%
• Wiener Process 27%
• Runge-Kutta Methods 25%
• Convergence Theorem 22%
• Coefficient 12%
• Theorem 10%
• Class 7%