Numerical integration of stochastic partial differential equations (Q1923720)

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Numerical integration of stochastic partial differential equations
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    Numerical integration of stochastic partial differential equations (English)
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    27 January 1997
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    diffusion equation
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    stochastic partial differential equations
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    system of stochastic ordinary differential equations
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    stochastic Euler procedure
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    algorithm
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    correlation functions
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    numerical results
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