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    author
    Silvia Jerez
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    Saúl Díaz-Infante
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    publication date
    5 April 2017
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    Mathematics Subject Classification ID
    65C30
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    60H10
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    60H35
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    34F05
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    65L12
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    zbMATH DE Number
    6701471
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    zbMATH Keywords
    numerical examples
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    stochastic differential equations
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    Steklov mean
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    finite difference scheme
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    convergence
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    stability
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