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Preservation of Structural Properties for a Nonlinear 3/2 Mean-Reverting Stochastic Diffusion Process Using -Milstein Scheme
1 : University of Mohammed I - Université Mohammed Premier
| Subject : | : | Abstract |
| Topics | : | Probability and Statistics and Stochastic Analysis |
| Keywords | : | 3/2 mean ; reverting ; Diffusion process ; Milstein scheme ; Strong convergence ; Stability |
| PDF version | : |  PDF version |
