Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (Q2123648)

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Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises
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    Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (English)
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    14 April 2022
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    stochastic differential equations
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    stability
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    small noises
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    computer simulation
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    local linearization approach
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    additive noise
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