Numerical simulation of nonlinear dynamical systems driven by commutative noise (Q2458556)

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Numerical simulation of nonlinear dynamical systems driven by commutative noise
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    Numerical simulation of nonlinear dynamical systems driven by commutative noise (English)
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    1 November 2007
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    local linearization
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    stochastic differential equations
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    commutative noise
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    conjugacy
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    random differential equations
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    numerical integrators
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