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    DOI
    10.2307/2008326
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    author
    Chien-Cheng Chang
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    publication date
    1987
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    Mathematics Subject Classification ID
    65C99
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    60H10
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    34F05
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    zbMATH DE Number
    4033038
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    zbMATH Keywords
    numerical examples
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    Runge-Kutta-method
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    mean square convergence
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    diffusions
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    variance reduction technique
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    Gaussian random variables
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