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Property / full work available at URL: https://doi.org/10.1186/s13662-018-1466-5 / rank
 
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Latest revision as of 21:25, 17 July 2024

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Numerical methods for simulation of stochastic differential equations
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    Numerical methods for simulation of stochastic differential equations (English)
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    17 January 2019
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    stochastic differential equations
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    Monte Carlo methods
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    Euler-Maruyama method
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    Milstein method
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