Second-order discretization schemes of stochastic differential systems for the computation of the invariant law

DOI10.1080/17442509008833606zbMath0697.60066OpenAlexW2005424012MaRDI QIDQ3473913

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Publication date: 1990

Published in: (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00075799/file/RR-0753.pdf

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