scientific article; zbMATH DE number 2167566
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Publication:4677722
active and passive boundary conditionsalgorithmsboundary value problemsCauchy problemlinear systemsstochastic differential equations
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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