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scientific article; zbMATH DE number 2065128
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scientific article; zbMATH DE number 2065128

    Statements

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    18 May 2004
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    numerical examples
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    Euler scheme
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    trapezoidal scheme
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    Stochastic differential-algebraic equations
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    electrical network equation
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    Gaussian white noise
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    strong solutions
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    one-step methods
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    Milstein schemes
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    drift-implicit schemes
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    step size control
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