Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noises
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Publication:4376220
DOI10.1137/S1064827594278575zbMath0888.60047OpenAlexW2021426723MaRDI QIDQ4376220
M. V. Tretyakov, Grigori N. Milstein
Publication date: 10 February 1998
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1064827594278575
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods for ordinary differential equations (65L99) Probabilistic methods, stochastic differential equations (65C99)
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