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scientific article; zbMATH DE number 5812226
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| English | No label defined |
scientific article; zbMATH DE number 5812226 |
Statements
5 November 2010
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Itô stochastic differential equation
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backward Milstein method
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mean-square stability
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splitting technique
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numerical results
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0.98340094
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0.95277643
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0.9324889
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0.92224514
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0.9179058
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0.91292304
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0.9098474
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