Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method. (Q1873366)

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Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method.
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    Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method. (English)
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    20 May 2003
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    Composition PDF method
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    Stochastic differential equations
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