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Numerical Solution of SDE Through Computer Experiments

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Cover of 'Numerical Solution of SDE Through Computer Experiments'

Table of Contents

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    Book Overview
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    Chapter 1 Background on Probability and Statistics
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    Chapter 2 Stochastic Differential Equations
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    Chapter 3 Introduction to Discrete Time Approximation
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    Chapter 4 Strong Approximations
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    Chapter 5 Weak Approximations
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    Chapter 6 Applications
Attention for Chapter 4: Strong Approximations
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