Discretization and simulation of stochastic differential equations
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Cites work
- scientific article; zbMATH DE number 3658779 (Why is no real title available?)
- A Method of Second-Order Accuracy Integration of Stochastic Differential Equations
- Numerical initial value problems in ordinary differential equations.
- On the gap between deterministic and stochastic ordinary differential equations
- Stochastic differential equations and Nilpotent Lie algebras
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