White noise limits for discrete dynamical systems driven by fast deterministic dynamics
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DOI: 10.1016/j.physa.2003.12.019
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- Bally, Vlad & Talay, Denis, 1995. "The Euler scheme for stochastic differential equations: error analysis with Malliavin calculus," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 38(1), pages 35-41.
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Keywords
Scale separation; SDEs; Mixing;All these keywords.
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