Higher strong order methods for linear Itô SDEs on matrix Lie groups (Q2100530)

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Higher strong order methods for linear Itô SDEs on matrix Lie groups
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    Higher strong order methods for linear Itô SDEs on matrix Lie groups (English)
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    22 November 2022
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    Lie group methods
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    stochastic Runge-Kutta methods
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    geometric integration
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