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Publication:2871888
zbMath1416.60002MaRDI QIDQ2871888
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Publication date: 13 January 2014
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Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Numerical solutions to stochastic differential and integral equations (65C30)
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