Discretization and simulation of stochastic differential equations
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Publication:760095
DOI10.1007/BF01438265zbMath0554.60062MaRDI QIDQ760095
Publication date: 1985
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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