A weak second-order split-step method for numerical simulations of stochastic differential equations (Q466817)

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A weak second-order split-step method for numerical simulations of stochastic differential equations
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    title
    A weak second-order split-step method for numerical simulations of stochastic differential equations (English)
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    author
    Cedric Perret
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    Wesley P. Petersen
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    published in
    BIT
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    publication date
    31 October 2014
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