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Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation
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    Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation (English)
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    27 November 2015
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    stochastic delay differential equations
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    Wong-Zakai approximation
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    predictor-corrector scheme
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    midpoint scheme
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    Milstein scheme
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    Stratonovich formulation
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