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Browsing Department of Mathematical Sciences by Author "Chinemerem, Ikpe Dennis"

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Browsing Department of Mathematical Sciences by Author "Chinemerem, Ikpe Dennis"

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  • Chinemerem, Ikpe Dennis (2009-02)
    In this dissertation we obtain an e cient hybrid numerical method for the solution of stochastic di erential equations (SDEs). Speci cally, our method chooses between two numerical methods (Euler and Milstein) over a ...

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