Approximation of solutions of multi-dimensional linear stochastic differential equations defined by weakly dependent random variables

Mathematics

• Stochastic Difference Equation 100%
• Dependent Random Variables 85%
• Linear differential equation 67%
• Stochastic Differential Equations 63%
• Approximation 36%
• Convergence Theorem 32%
• Unique Solution 32%
• Time series 32%
• Difference equation 32%
• Approximate Solution 27%
• Numerical Methods 26%
• Formulation 22%