Numerical solution of stochastic differential equations by second order Runge-Kutta methods (Q636478)

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Numerical solution of stochastic differential equations by second order Runge-Kutta methods
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    Numerical solution of stochastic differential equations by second order Runge-Kutta methods (English)
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    28 August 2011
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    stochastic differential equation
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    random second order Runge-Kutta methods
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    random mean value theorem
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    mean square solution
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