Numerical solution to stochastic differential equations on supercomputers
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Publication:5407670
Parallel numerical computation (65Y05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical algorithms for specific classes of architectures (65Y10)
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