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Showing 1 to 1 of 1 for “"Lamperti transformation"”.
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MODELLING AND NUMERICAL STUDY OF MARBLE SULPHATION IN CULTURALE HERITAGE: A RANDOM PDE-ODE SYSTEM
… SDE, as well as its numerical scheme, known as Lamperti Sloping Smooth Truncation, based on the well-known Euler-Maruyama method, are discussed and implemented, respectively. The entirely original results are presented in the second part of the thesis. The numerical approximation of the overall …