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    Statements

    author
    Weidong Zhao
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    Li Tian
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    Lili Ju
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    publication date
    31 March 2009
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    zbMATH Keywords
    stochastic differential equation
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    drift-implicit splitting scheme
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    Brownian motion
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    Identifiers

    Mathematics Subject Classification ID
    65C30
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    65C20
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    60H10
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    zbMATH DE Number
    5538614
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