Publication:4695110
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zbMath0771.60046MaRDI QIDQ4695110
Publication date: 4 October 1993
Euler-Maruyama scheme; reflecting boundary condition; simulation scheme for stochastic differential equations
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
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