scientific article; zbMATH DE number 6456810
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Publication:5261999
zbMATH Open1324.60066MaRDI QIDQ5261999FDOQ5261999
Publication date: 8 July 2015
Full work available at URL: http://mathnet.ru/eng/mm/v26/i11/p101
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particle methodsprobabilistic methodsstochastic particle methodcomputational methods for stochastic equations
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic particle methods (65C35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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