Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations

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Publication:1991638

DOI10.1134/S0965542518070096zbMath1483.65016arXiv1712.08991MaRDI QIDQ1991638

D. F. Kuznetsov

Publication date: 30 October 2018

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.08991




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