Publication:3504644
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zbMath1187.35299MaRDI QIDQ3504644
Terence J. Lyons, Christian Litterer
Publication date: 11 June 2008
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
65C30: Numerical solutions to stochastic differential and integral equations
65D30: Numerical integration
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