Explicit Methods for Stiff Stochastic Differential Equations (Q2897255)

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Explicit Methods for Stiff Stochastic Differential Equations
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    Explicit Methods for Stiff Stochastic Differential Equations (English)
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    10 July 2012
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    method of lines
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    numerical examples
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    explicit methods
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    stiff stochastic differential equations
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    Chebyshev methods
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    Euler-Maruyama method
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    stability
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