Some derivative-free solvers for numerical solution of SODEs (Q2516347)
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English | Some derivative-free solvers for numerical solution of SODEs |
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Some derivative-free solvers for numerical solution of SODEs (English)
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31 July 2015
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stochastic differential equations
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numerical solution
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derivative-free solvers
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stochastic Runge-Kutta methods
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heuristic derivation
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