Numerical solution to stochastic differential equations on supercomputers
DOI10.1134/S1995423911010010zbMATH Open1313.65004MaRDI QIDQ5407670FDOQ5407670
Authors: S. S. Artem'ev, Vladimir D. Korneev 
Publication date: 7 April 2014
Published in: Numerical Analysis and Applications (Search for Journal in Brave)
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