scientific article; zbMATH DE number 97735
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Publication:4022167
Ito equationsNumerical examplessecond-order time-discrete least squares approximationstochastic differential equationsWiener process
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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