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scientific article; zbMATH DE number 2065128
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scientific article; zbMATH DE number 2065128 |
Statements
18 May 2004
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numerical examples
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Euler scheme
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trapezoidal scheme
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Stochastic differential-algebraic equations
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electrical network equation
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Gaussian white noise
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strong solutions
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one-step methods
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Milstein schemes
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drift-implicit schemes
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step size control
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