Numerical integration of stochastic differential equations.
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Publication:1963638
DOI10.1007/BF01015322zbMath1086.60513MaRDI QIDQ1963638
Publication date: 2 February 2000
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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