Abstract
Several applications of the strong schemes that were derived in the preceding chapters will be indicated in this chapter. These are the direct simulation of trajectories of stochastic dynamical systems, including stochastic flows, the testing of parametric estimators and Markov chain filters. In addition, some results on asymptotically efficient schemes will be presented.
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Kloeden, P.E., Platen, E. (1992). Selected Applications of Strong Approximations. In: Numerical Solution of Stochastic Differential Equations. Applications of Mathematics, vol 23. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-12616-5_13
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DOI: https://doi.org/10.1007/978-3-662-12616-5_13
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