scientific article; zbMATH DE number 850216
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Publication:4866235
zbMath0848.60057MaRDI QIDQ4866235
Publication date: 4 March 1996
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stochastic differential equationEuler-Maruyama schemeone-side Lipschitz conditionsemi-implicit approximation scheme
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99)
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